$$I=\int_{0}^{1}\frac{r^{p+1}}{(1-r^{2})^{\frac{p}{2}-\frac{1}{2}}}dr $$ Dejemos que $\quad r^2=x \quad\to\quad dr=\frac{1}{2x^{1/2}}dx\quad\to\quad I=\int_{0}^{1}\frac{x^{(p+1)/2}}{(1-x)^{(p-1)/2}}\frac{1}{2x^{1/2}}dx$ $$I=\frac{1}{2}\int_{0}^{1}\frac{x^{p/2}}{(1-x)^{(p-1)/2}}dx= \frac{1}{2}\int_{0}^{1}\frac{(1-x)^{(1-p)/2} }{x^{-p/2} }dx$$ Obviamente, si $\quad p\leq -2 \quad\to\quad -p/2\geq 1\quad$ la integral no es convergente para $x\to 0$ .
Dejemos que $\quad 1-x=t$ $$I=\frac{1}{2}\int_{0}^{1}\frac{(1-t)^{p/2}}{t^{(p-1)/2}}dt$$ Obviamente, si $\quad p\geq 3 \quad\to\quad (p-1)/2\geq 1\quad$ la integral no es convergente para $t\to 0\quad (x\to 1)$ .
Por tanto, la integral es convergente sólo si $-2<p<3$ .
$$I=\frac{1}{2}\int_{0}^{1}t^{(1-p)/2}(1-t)^{p/2}dt$$ Función beta : https://en.wikipedia.org/wiki/Beta_function
$$\quad B(a,b)=\int_0^1 t^{a-1}(1-t)^{b-1}=\frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)}$$
Con $\quad a=\frac{1-p}{2}+1\quad$ y $\quad b=\frac{p}{2}+1$ $$I=\frac{1}{2}B\left(\frac{3-p}{2}\:,\:\frac{p+2}{2} \right)= \frac{1}{2} \frac{\Gamma(\frac{3-p}{2})\Gamma(\frac{p+2}{2} )}{\Gamma(5/2)}$$
$\Gamma(5/2)=\frac{3\sqrt{\pi}}{4}$
$$I=\frac{2\Gamma(\frac{3}{2}-\frac{p}{2})\Gamma(\frac{p}{2}+1)}{3\sqrt{\pi}}$$