Help proving an integral.

1. Nov 22, 2011

russia123

I've looking at this and I'm dumbfound as to where to begin. Integrals have never been my strong suit.

2. Nov 22, 2011

pwsnafu

This is called the Cauchy formula for iterated integrals (don't mix it up with the Cauchy formula in complex analysis). Ignore the left hand side. Suppose you were asked to answer the right hand side in an exam. What techniques do you know which would help you?

3. Nov 22, 2011

russia123

What I had in mind is expanding the (x-t)^2, and then multiplying everything out, and then I would have 3 separate integrals due to being able to separate integrals based on addition.

4. Nov 22, 2011

pwsnafu

No, don't expand. If I wrote (x-t)2 = g(t), would that give you ideas?

5. Nov 22, 2011

russia123

Ah, integration by parts is the first thing that comes to mind. Don't know how I missed that.