So I have this differential equation, i identified it as first-order linear differential equation.
$\frac{dA}{dt}=-(a-bp)-\alpha\beta t^{\beta-1}A$
note: a, b, p, $\alpha, \beta$ are just some parameters
then i found the integrating factor which is $I(t)=e^{\alpha t^{\beta}}$
after multiplied both sides of the differential equation with the integrating factor and integrating both side, i got
$A=-(a-bp)e^{\alpha t^{\beta}}\int e^{\alpha t^{\beta}} dt $
and the next thing is im stuck at integrating $e^{\alpha t^{\beta}}$ because i couldn't find the result. i tried using substitution method but the variable 't' is always there.
a little insight or ideas or hints would help, thank you.
$\newcommand{\d}{\,\mathrm{d}}$For $0\le x\lt\infty$ and assuming $\alpha\lt 0$:
$$\int_0^x e^{\alpha t^\beta}\d t\overset{t=\sqrt[\beta]{-u/\alpha}}=\frac{1}{\beta\cdot|\alpha|^{1/\beta}}\int_0^{|\alpha|\cdot x^\beta}u^{1/\beta-1}\cdot e^{-u}\d u=\frac{1}{\beta\cdot|\alpha|^{1/\beta}}\cdot\gamma(1/\beta,|\alpha|\cdot x^\beta)$$
Where:
$$\gamma(s,x):=\int_0^x t^{s-1}e^{-t}\d t$$
Is the lower incomplete gamma function.
Assuming $\alpha,\beta$ are such that the integral is convergent.
This is the best you can do, and serves at best to wrap it up into a compact notation
For the case $\alpha\gt0$ see Zachary’s answer. There is sadly no nice standard notation (as far as I know) to write the integral in this case.