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I have seen the following occur many times in calculus and have solved a couple of questions too of the type:

$$ \frac{d(f(x))}{d(g(x))} $$

i.e. differentiating one function wrt to another function.

And :

$$ \int_{a}^{b}f(x) d(g(x)) $$

what do both these mean, my questions in a line is what do these two mathematical statements mean, what are we doing when we are evaluating the above.

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