Hello,
I'll try the proof I read a time ago...
Let
Integrate by parts with :

and

. So we have

and

, and we'll take c=1. So
But we know by Taylor series that

when x is near from 0.
So we can make a=0 since

and

have finite limits when
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See

By extension, the integrand is continuous for all x in [0,1] and finite. Thus the integral exists and it is finite value. So it doesn't intervene in the convergence or divergence of

(actually, you have to check this explanation...it's the sort of parts in which I am always wrong)
See

This obviously converges.
See

This converges by comparison with the Riemann integral, since :

.
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