Is it okay to do the following substitution in a real integral?

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just a simple question. If i have a real integral (on the real line) , am i allowed to do a substitution such as this one?

let u = it

du = i dt

Thank you very much in advance for all your help and time.

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Yes, in general there is no problem with that. If $f=u+iv$ when $u,v:A\subset\mathbb{R}\to \mathbb{R}$ then $\int f=\int u+i\int v$. If you follow that rule then there is no problem to change variables with complex numbers.