Yes, that's a bug. It happens in F(x).operator()._tderivative_ It 
differentiates the bounds in case those vary with the differentiation 
variable, and that does not work for "0". If you define

var('y')
F(x)=integrate(f(t),y,x)

you get the right result (with y not being a function of t).

The bounds should be checked for being constants before being 
differentiated.

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