Prove that the Laplace trasform is a Linear trasformation

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Could you help me prove that the Laplace Trasform is a Linear trasformation?

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Thank you.

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Hint: $$ \int_X \alpha f + \beta g \, \mathrm{d} \mu = \alpha \int_X f \, \mathrm{d} \mu + \beta \int_X g \, \mathrm{d} \mu $$

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Integral is a linear function ;)