Working on a problem,
I tried to construct a series expansion for the following integral: $\displaystyle \ \int_{2}^{\sqrt{x}} \frac{1}{tlog(t)log(\frac{x}{t})}dt$;
I think that it would be: $\displaystyle \frac{log(log(x))}{log(x)}+ O\left(\frac{1}{log(x)}\right)$.
But I fails to get this estimate (for example using integration by parts)..how I can do this?
In general how I can find a series expansion for an integral of the form: $\displaystyle \ \int_{a}^{f(x)} g(x,t)dt$?
Too long for a comment.
Interesting enough, the antiderivative exists and it is even quite simple $$I=\int\frac{dt}{t \log (t) \log \left(\frac{x}{t}\right)}=\frac{\log (\log (t))-\log \left(\log \left(\frac{x}{t}\right)\right)}{\log (x)}$$ which makes $$J =\int_2^{\sqrt x}\frac{dt}{t \log (t) \log \left(\frac{x}{t}\right)}=\frac{\log \left(\frac{\log (x)}{\log (2)}-1\right)}{\log (x)}$$
Back to your initial question, you can use, around $t=\sqrt{x}$, the Taylor expansion of the integrand and get for it $$\frac{1}{\sqrt{x} \log ^2\left(\sqrt{x}\right)}-\frac{t-\sqrt{x}}{x \log ^2\left(\sqrt{x}\right)}+\frac{\left(t-\sqrt{x}\right)^2 \left(\log ^2\left(\sqrt{x}\right)+1\right)}{x^{3/2} \log ^4\left(\sqrt{x}\right)}+O\left(\left(t-\sqrt{x}\right)^3\right)$$ Integrating one term at the time is quite simple and, for the definite integral, you should arrive to something like
$$\frac{2 \left(\sqrt{x}-2\right) \left(8 \left(\sqrt{x}-2\right)^2+\left(11 x-14 \sqrt{x}+8\right) \log ^2(x)\right)}{3 x^{3/2} \log ^4(x)}$$
Let us try using $x=9$. The exact result is given by $$\frac{\log \left(\frac{\log \left(\frac{9}{2}\right)}{\log (2)}\right)}{\log (9)}\approx 0.352578$$ while the truncated Taylor series would lead to $$\frac{2 \left(8+65 \log ^2(9)\right)}{81 \log ^4(9)}\approx 0.340912$$
The table below shows the numerical value of the integral as a function of the number of terms $n$ used in the Taylor expansion $$\left( \begin{array}{cc} n & \text{value} \\ 1 & 0.3222082304 \\ 2 & 0.3409120137 \\ 3 & 0.3477066971 \\ 4 & 0.3505046461 \\ 5 & 0.3516727070 \\ 6 & 0.3521766148 \\ 7 & 0.3523976036 \\ 8 & 0.3524960302 \\ 9 & 0.3525403739 \\ 10 & 0.3525605467 \\ 11 & 0.3525697972 \\ 12 & 0.3525740681 \\ 13 & 0.3525760515 \\ 14 & 0.3525769772 \\ 15 & 0.3525774111 \\ 16 & 0.3525776154 \\ 17 & 0.3525777118 \\ 18 & 0.3525777575 \\ 19 & 0.3525777792 \\ 20 & 0.3525777895 \\ \cdots \\ \infty & 0.3525777990 \end{array} \right)$$