This is a math problem more than an engineering problem. The usual application of the Laplace transform is to solve a linear differential equation with constant coefficients and with given initial conditions.
This problem on the other hand is purely math and probably purely useless, but here goes:
The mathematically correct Laplace transform is L{f(t)} = integral from -∞ to +∞ of f(t)exp(-st)dt.
In the real problems to which I referred, the transform is integral from 0 to +∞ of the same integrand.
Thus, taking your expression, the fact that it includes a u(-t) forces you to integrate from -∞ rather than zero.
In other words, and we've gone thru all this before, pick you limits to accord with the u function's argument.
As to convergence, look at the given time function. The region of convergence is simply the region where the time function does not blow up to ∞. The "region" is the region in the complex s plane, with x-axis = σ = Re{s} and y-axis = Im{s} = jw.
Example:
f(t) = exp(-at) u(t)
F(s) = integral fro 0 to infinity of exp(-at)exp(-st)dt
= integral from 0 to infinity of exp[-(s+a)t]dt
= (-1/(s+a)[exp(-(s+a)t evaluated from t=0 to infinity.
Now, you can see that, since 0<t<∞, the expression (s+a) must be positive or you get infinity for evaluating the integral between its limits.
But s = σ + jw
So σ must be > -a
and the region of convergence is the region to the right of σ = -a in the s plane, sine there σ> -a.
The u(t) term is handled similarly.
Look at the attached for more info.