Question: how to convert this integration into a function in terms of gamma?

December 11 2012 asa12 315

i got two density, the part of it is similar the pattern of gamma, how to convert it into an expression of gamma times something?

test2 := x*Diff(P,x$2)+(a+1-x)*Diff(P,x)+mu*P=0;
Density := int(exp(-X*(I*u-a*i))*(-i*X)^(-a), X = -infinity .. infinity);

test2 := x*Diff(P,x$2)+(a+b-x)*Diff(P,x)+mu*P=0;
Density := int(-exp(-X*(I*u-a*i-b*i+i))*(-i*X)^(-a-b)*i*X, X = -infinity .. infinity);

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