4:07 PM
If $f$ has a primitive $F$, so that $F$ is differentiable and $F' = f$, then of course $(F\circ \Phi)' = f\circ\Phi \cdot \Phi'$ and integration by substitution holds. This is simple application of chain rule.
Thus we get a simple integration by parts theorem: let $f$ have anti-derivative, $\Phi$ be differentiable, then above equality of integrals holds.
Next are some generalizations
First objection is that, why do we need $f$ to have a primitive? After all, fundamental theorem of calculus still holds if $f$ only has a $c$-primitive $F$, that is a continuous function $F$ such that $F'(x) = f(x)$ for all $x$ outside of a countable set.
That objection carries on to the function $\Phi$ as well
All we need to do is to estimate the amount of points on which $F\circ \Phi$ is not differentiable that we can't use chain rule on
If $F$ lacks differentiability on a set $C$ and $\Phi$ lacks differentiability on a set $D$, then $F\circ \Phi$ lacks differentiability on a set $C\cup \Phi^{-1}(D)$. All we need to do now is make latter set countable.
This will be countable if $f$ has a $c$-primitive, and either $\Phi$ is differentiable (in which case $D = \emptyset$), or $\Phi$ is differentiable except for a countable set, and $\Phi$ has countable fibers
So we obtain the refined version of substitution theorem using chain rule: If $f$ has a $c$-primitive, and ($\Phi$ is differentiable or ($\Phi$ is continuous and differentiable everywhere except for a countable set and $\Phi$ has countable fibers)), then the integration by substitution theorem holds: $$\int_a^b f\circ \Phi\cdot \Phi' = \int_{\Phi(a)}^{\Phi(b)} f$$
But a lot of functions that are integrable don't come from a $c$-primitive, so we'd like an integration by substitution theorem which wouldn't restrict our choices of the function $f$
If $\Phi$ is continuous, injective and has derivative everywhere except for a countable set, then $f$ is (absolutely) integrable iff $f\circ \Phi\cdot \Phi'$ is (absolutely) integrable, and the above formula holds then
Thus by assuming that $\Phi$ is injective, that is monotone, we are able to weaken the above hypothesis about $f$
Neither theorem is stronger than the other