How to manipulate limits in this integral

mercredi 30 octobre 2013

hi all,



I have following integral and i was wondering if i can manipulate limits to simplify it.



[itex]∫^{t}_{0} P(τ)[/itex] exp([itex] - a ∫^{t}_{τ} P(u) du[/itex]) dτ



I know that the answer is [itex]\frac{1}{a}[/itex] - [itex]\frac{1}{a}[/itex] exp([itex] - a ∫^{t}_{0} P(t) dt[/itex])



But dont know how to get there.



Thanks in advance.






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