MathProblemsBank

9.2.25 Integrals depending on a parameter

Problem: Prove the convergence of the integral and find its value. \[ \int_{0}^{1} \sin \left(\ln \frac{1}{x}\right) \cdot \frac{x^{b}-x^{a}}{\ln x} d x, \quad a>0, b>0 . \]