In the equation h_t(x,y|...) = ...., can anyone explain me why the first derivatives of the marginal distributions are included? H_t is a distribution function and h_t its density function.
![Distribution function][1]
![Copula density][2]

Using the relation between distribution and density function I can't get it to make sense.
![enter image description here][3]


  [1]: https://i.sstatic.net/41Fn8.jpg
  [2]: https://i.sstatic.net/aai0D.jpg
  [3]: https://i.sstatic.net/SDifT.jpg