[example: The Cantor Function Breaks Naive Calculus]
Let $C\subsetneq[0,1]$ be the middle-thirds [Cantor set](/page/Cantor%20Set), and let $F:[0,1]\to[0,1]$ be the Cantor function, normalized so that $F(0)=0$ and $F(1)=1$. The function $F$ is continuous, nondecreasing, and constant on each [connected component](/page/Connected%20Component) of $[0,1]\setminus C$. If $x\in[0,1]\setminus C$, then $x$ lies in an open interval component $(\alpha,\beta)$ of $[0,1]\setminus C$, so $F$ is constant on $(\alpha,\beta)$ and therefore
\begin{align*}
F'(x)=0.
\end{align*}
Thus $F'=0$ on $[0,1]\setminus C$. Since $\mathcal L^1(C)=0$, this says $F'=0$ for $\mathcal L^1$-a.e. $x\in[0,1]$, and hence
\begin{align*}
\int_0^1 F'(x)\,d\mathcal L^1(x)=\int_0^1 0\,d\mathcal L^1(x)=0.
\end{align*}
On the other hand,
\begin{align*}
F(1)-F(0)=1-0=1.
\end{align*}
Therefore this continuous, nondecreasing, almost-everywhere differentiable function satisfies
\begin{align*}
F(1)-F(0)\ne \int_0^1 F'(x)\,d\mathcal L^1(x).
\end{align*}
The example shows that continuity and almost-everywhere differentiability alone do not justify the formula
\begin{align*}
F(b)-F(a)=\int_a^b F'(x)\,d\mathcal L^1(x).
\end{align*}
[/example]