The integral is
.
Integration by parts formula:
.
Assume
and
.
Find
by integrating
.
.
.
Differentiate on each side.
\
.
Substitute
,
and
in integration by parts formula.

\
Consider
.
\
Let
.
Differentiate on each side with respect to
.
\

Change of integral limits:
\\
Lower limit: If
, then
.
\
Upper limit: If
, then
.
Substitute
,
and change of integral limits in
.
\

\

\
.
Substitute
in the expression
.

.
.