I assume the integral is
Integrate by parts with
so that
i.e.
Integrate by parts again, this time with
and so
Once more, with
Finally,
and so
or equivalently,
We can also approach the integral more generally by considering
Integrate by parts with
Then
We can solve the recurrence using the initial "value"
to find a general formula for
. Then we get the integral we want
"for free".