
9.2.12 Integrals depending on a parameter
Problem:
Applying differentiation with respect to the parameter, calculate the following integral:
\[
\begin{array}{l}
I=\int_{0}^{+\infty} \frac{e^{-\alpha x}-e^{-\beta x}}{x} \sin m x d x, \\
\alpha>0, \quad \beta>0, \quad m \neq 0 .
\end{array}
\]