An integral whose upper integration limit depends on the integration variable

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I have to compute this integrale : $\displaystyle \int_{t}^{u} \exp(-a(u-s)) \, \mathrm{d}u$ . The upper integrale limit depends on the integration variable so, I don't know how to do it. Can you help me please ?

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In that form the integral doesn't make sense, let consider instead a different notation with another variable $U$ for the integration

$$\displaystyle \int_{t}^{u} \exp(-a(U-s)) \, \mathrm{d}U$$