Delta integral is linear

Theorem

The delta integral is linear, i.e. for any $\alpha, \beta \in \mathbb{C}$, $$\displaystyle\int_s^t \alpha f(t) + \beta g(t) \Delta t = \alpha \displaystyle\int_s^t f(t) \Delta t + \beta \displaystyle\int_s^t g(t) \Delta t.$$