In order to evaluate improper integrals, I need to know whether the integrand is continuous between the limits of the integral. For the lower and upper limits, I believe you find out if it's continuous at the points if the limit of the integrand as x tends to either the upper or lower limit exists, but how would I find out if the integrand is continuous over the whole range and not just at the upper and lower limits?
E.g for this integrand how would I find out if it's continuous over the whole range of the limits given?
$$\int_0^\infty e^{-ax}\,\frac{\sin x}{x}\,dx$$
Any help would be much appreciated.