There's nothing particularly tricky about the limits of integration. The upper limit is a telescoping series converging to 2,
The lower limit reduces to 0 using the Riemann-Liouville definition of the fractional derivative. For
, let
With
,
and
, it follows that
Let
Observe that
is its own inverse, so by substituting
, we get the equivalent integral
We have the identity
so that
The remaining integral is trivial,
Then the integral we want is