I think part of the reason Feynman got as far as he did--apart from his unusual innate talents--was his skepticism of formality.
Measure theory will tell you exactly when this result is true, but it is possible to grok the result with only a basic understanding of differentiation and integration. Feynman called this "the Babylonian approach" to mathematics.
F(t) = integral(a,b) f(t, x) dx
~ sum(i) f(t, xi) * Dx
F'(t) ~ (F(t+Dt) - F(t)) / Dt
= integral(a,b) f(t+Dt, x)-f(t, x) dx/Dt
~ sum(i) (f(t+Dt, xi) - f(t, xi))/Dt Dx
~ sum(i) f'(t, xi) Dx
~ integral(a, b) f'(t, x) dx