I'm trying to determine whether the function $$g(x) = \int_{-\infty}^{\infty} \frac{\cos(xy^3)}{1+y^2} dy$$ (a) Is continuous,
(b) Is uniformly continuous,
(c) Is absolutely continuous,
in $(-\infty, \infty)$.
Would $h(x) = \cos(xy^3)$ be absolutely continuous? If so, would it not be enough to write $\cos(xy^3)$ as an indefinite integral since we know that a function is absolutely continuous if and only if it can be written as an indefinite integral? This approach seems to be too easy, which makes me think that there is something that I'm not quite understanding. Any hints would be appreciated.
This only answers (1) and (2) of the OP's questions.
Hence $$ |g(x+h)-g(x)|\leq \int^\infty_{-\infty}\frac{|1-\cos(hy^3)|+|\sin(hy^3)|}{1+y^2}\,dy $$ Since $y\mapsto \frac{1}{1+y^2}$ belongs to $L_1(\mathbb{R})$, it follows by dominated convergence that $$ \limsup_{h\rightarrow0}\sup_{x\in\mathbb{R}}|g(x+h)-g(x)|\leq\lim_{h\rightarrow0}\int^\infty_{-\infty}\frac{|1-\cos(hy^3)|+|\sin(hy^3)|}{1+y^2}\,dy=0 $$ This of course implies (1) in the OP.
But (and here is my not being completely rigorous) then is tempting to say that $$g'(x)=-\int^\infty_{-\infty}\frac{y^3}{1+y^2}\sin(xy^3)\,dy$$
But $y\mapsto\frac{y^3|\sin(xy^3)|}{1+y^2}$ is not intgrable.
I believe $g$ is differentiable and that $g'$ has an integral form, but not in the sense of Lebesgue but in the sense of the principal value. Here you would have to do some extra work.