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La integral diverge al $\ds{n = 0}$. De ahora en adelante, consideramos el caso
$\ds{n \not= 0}$:
\begin{align}
&\left.\vphantom{\Large A}\mrm{I}\pars{m,n}\right\vert_{\ n\ \not=\ 0} \equiv
\int_{0}^{\infty}{x^{m} \over x^{n} + 1}\,\dd x
\,\,\,\stackrel{x^{n}\ \mapsto\ x}{=}\,\,\,
{1 \over n}\int_{0}^{\infty}{x^{\pars{m + 1}/n - 1} \over x + 1}\,\dd x
\\[2mm]
&\mbox{Note that the integral converges whenever}\ {m + 1 \over n} - 1 > -1\
\mbox{and}\ {m + 1 \over n} - 1 < 0
\\
&\mbox{which is equivalent to}\ \color{#f00}{0 < {m + 1 \over n} < 1}.
\end{align}
\begin{align}
\left.\vphantom{\Large A}\mrm{I}\pars{m,n}\right\vert_{\ n\ \not=\ 0} & \equiv
\int_{0}^{\infty}{x^{m} \over x^{n} + 1}\,\dd x =
{1 \over n}\int_{0}^{\infty}x^{\pars{m + 1}/n - 1}\
\overbrace{\int_{0}^{\infty}\expo{-\pars{x + 1}t}\,\dd t}
^{\ds{1 \over x + 1}}\ \,\dd x
\\[5mm] & =
{1 \over n}\int_{0}^{\infty}\expo{-tx}\int_{0}^{\infty}x^{\pars{m + 1}/n - 1}
\expo{-tx}\,\dd x\,\dd t
\\[5mm] & \stackrel{tx\ \mapsto\ t}{=}\,\,\,
{1 \over n}\
\underbrace{\bracks{\int_{0}^{\infty}\expo{-tx}t^{-\pars{m + 1}/n}\,\dd t}}
_{\ds{\Gamma\pars{1 -\,{m + 1 \over n}}}}\
\underbrace{\bracks{\int_{0}^{\infty}x^{\pars{m + 1}/n - 1}\expo{-x}\,\dd x}}
_{\ds{\Gamma\pars{m + 1 \over n}}}
\\ &
\pars{~\mbox{where}\ \Gamma:\ Gamma\ Function~}
\\[5mm] & =\ \bbox[#ffe,10px,border:1px dotted navy]{\ds{%
{1 \over n}\,{\pi \over \sin\pars{\pi\bracks{m + 1}/n}}}}\qquad
\pars{~Euler\ Reflection\ Formula~}
\\[1mm] &
\mbox{and}\quad \color{#f00}{0 < {m + 1 \over n} < 1\,,\quad n \not= 0}
\end{align}