I need to show that if $f(\tau)=e^{-2 \pi \tau}$ then:
$$\{\mathcal{M}\,f\}(s)=(2 \pi)^{-s} \Gamma(s)$$
where :
$$\Gamma(s)=\int_{0}^{+\infty} e^{-t}t^{s}\frac{dt}{t}$$
and
$$\{\mathcal{M}\,f\}(s)=\int_{0}^{+\infty} f(t)\,t^{s}\frac{dt}{t}$$
But I do not know which change of variables is the correct thank you :)
The mellin transform is, as far as I know, with $\;f(t)\;$ inside the integral, not of $\;f(it)\;$:
$$\{f\}(s):=\int\limits_0^\infty e^{2\pi t}t^{s-1}dt$$
Change of variable:
$$u=-2\pi t\implies dt=-\frac{du}{2\pi }$$
$$=\int\limits_0^\infty e^{-u}\left(-\frac{u}{2\pi }\right)^{s-1}\left(-\frac{du}{2\pi }\right)=(2\pi)^{-s} \int\limits_0^\infty e^{-u}u^{s-1}du$$
and we get what we want.