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
.