for
, where
and
are constants.
Consider
, such that
.
If
, then
for all values of
.
.
Multiply on each side by
.

Find the integral
.
Definition of improper integral type 1:
\
.


If
, then
.

Thus,
is a finite number .
is convergent by the definition of improper integral of type 1.
By comparison theorem ,
is also convergent.
Therefore, Laplace transform
exists for every
.
Laplace transform
exists for every
.