求解一道实变函数的题，实在想不出来了，求大牛

请大神解答一下第二问啊，最好能详细些。谢谢，实在想不出来

Note that the derivatives are taken on the function P only. That is, you basically need to check the identity holds for the function P.

For the second question, you need only take the derivatives with respect to t and x and then check whether the identity holds. Note that, by Fubini theorem, you can take the derivatives within the integrals.
That is, the order of the integration and the differentiation is exchangeable.