$Edit: Gracias a @Did y @Robjohn lo he conseguido: Voy a utilizar el Teorema de Convergencia Dominada de Lebesgue.
Sea In la enésima integral y $H_n=\sum_{k=1}^n\frac{1}{k}$ ,
$$I_n=\frac{1}{n!}\displaystyle\int_0^\infty\frac{1}{(1+x)(1+\frac{x}{2})...(1+\frac{x}{n})}dx=\frac{1}{n!H_n}\displaystyle\int_0^\infty\frac{1}{(1+\frac{u}{H_n})...(1+\frac{u}{nH_n})}dx$$ con $u=xH_n$
Entonces tenemos $(1+\frac{u}{H_n})...(1+\frac{u}{nH_n})\xrightarrow[n\to+\infty]. e^u\tag{1}$
Prueba: $$ln((1+\frac{u}{H_n})...(1+\frac{u}{nH_n}))=\sum_{k=1}^n ln(1+\frac{u}{kH_n})$$ Sin embargo, sabemos que : $\forall u\in[0,1], u-\frac{u^2}{2}\leq ln(1+u)\leq u$ $$\sum_{k=1}^n(\frac{u}{kH_n}-\frac{u^2}{2k^2H_n^2})\leq\sum_{k=1}^n ln(1+\frac{u}{kH_n})\leq \frac{u}{H_n}\sum_{k=1}^n \frac{1}{k}$$ $$u-\frac{u^2}{2H_n^2}\sum_{k=1}^n\frac{1}{k^2}\leq\sum_{k=1}^n ln(1+\frac{u}{kH_n})\leq u$$
Además, la serie $\sum\frac{1}{k^2}< \infty$ Así que $\sum_{k=1}^\infty\frac{1}{k^2}=S$
Por lo tanto, $$e^u\leq \lim_{n\rightarrow\infty} \prod_{k=1}^n (1+\frac{u}{kH_n})\leq e^u$$ QED
El último paso: $$(1+\frac{u}{H_n})...(1+\frac{u}{nH_n})\geq 1+u+\frac{u^2}{H_n^2}(\sum_{1\leq i<j\leq n} \frac1{ij})$$ $$=1+u+\frac{u^2}{H_n^2}(H_n^2-\sum_{1}^n\frac1{i^2})$$ $$\geq 1+u+u^2(1-\frac{\pi^2}{6H_n^2})$$ $$\geq 1+u+\frac{u^2}{2}\tag{2}$$
(1)+(2)+Teorema de convergencia dominada de Lebesgue $\Longrightarrow \int_0^\infty\frac{\mathrm{d}x}{(x+1)(x+2)\cdots(x+n)}\sim\frac1{n!\ln(n)}$