I have the following d.e.:
I need to change the s variable into a different one, where the new variable is defined by
(the old s shows up in the limit of the integral)
I tried dchange, but it chokes on this as I don't have an explicit representation of s in terms of Theta.
(I know the overall solution as other people smarter than me have solved this a long time ago, but I 'd like to have the derivation to understand it).