# Is this identity on derivatives of random variables valid?

Is this identity valid? $$a$$, $$b$$, $$c$$ are all random variables.

$$da = \int(\int d(a|b,c) db)dc$$

• What does $d$ mean here? – kimchi lover May 27 '20 at 12:19
• Like if i have $\int x dx$, can I replace the dx by something like the probably wrong identity I am asking about. d is the leibniz notation of derivative. – junior-flight May 27 '20 at 12:31