Let $f:\Bbb R_+\to \Bbb R_+$ be a borel measurable function. Then for $x\ge 0$ let
$$F(x)= \int_0^\infty \frac{\arctan(xf(t))}{t^2+1}dt$$
- Prove that $F$ is continuous on $[0,\infty)$ and compute $\lim\limits_{x\to\infty}F(x).$
- Prove the differentiability of $F$ on $(0,\infty) $
- What is necessary and sufficient condition on $f$ under which one has the differentiability of $F$ at $x=0?$
Thanks to the Lebesgue dominated convergence theorem I was able to manage the twofirst questions and I proved that $$\lim\limits_{x\to\infty}\int_0^\infty \frac{\arctan(xf(t))}{t^2+1}dt=\frac{\pi}{2}$$
Can some help with the last question ?
- What is necessary and sufficient condition on $f$ under which one has the differentiability of $F$ at $x=0?$