theorem :: MESFUN12:76
for X1, X2 being non empty set
for S1 being SigmaField of X1
for S2 being SigmaField of X2
for M1 being sigma_Measure of S1
for M2 being sigma_Measure of S2
for f, g being PartFunc of [:X1,X2:],ExtREAL
for E1, E2 being Element of sigma (measurable_rectangles (S1,S2)) st E1 = dom f & f is nonnegative & f is E1 -measurable & E2 = dom g & g is nonpositive & g is E2 -measurable holds
( Integral1 (M1,(f - g)) = (Integral1 (M1,(f | (dom (f - g))))) - (Integral1 (M1,(g | (dom (f - g))))) & Integral1 (M1,(g - f)) = (Integral1 (M1,(g | (dom (g - f))))) - (Integral1 (M1,(f | (dom (g - f))))) & Integral2 (M2,(f - g)) = (Integral2 (M2,(f | (dom (f - g))))) - (Integral2 (M2,(g | (dom (f - g))))) & Integral2 (M2,(g - f)) = (Integral2 (M2,(g | (dom (g - f))))) - (Integral2 (M2,(f | (dom (g - f))))) )