I have little problems to solve this it would be great if some body could help me.
There are two parts to this proof
Part 1,
Part 2,
Let us compute part 1 first,
The above doesn't need to be proved, it is simple expansion.
Let be the anti-derivative of and let be the anti-derivative of
In other words,
and
Noting that
This is produced by both of the following,
and
Thus,
But I didn't include the constants, here. So what we are left with from the question is
Let be the anti-derivative of
Then,
So,