I would like to integrate a polylogarithm of a given order $$\int dx \mbox{Li}_{n-1}(x)$$ suppose that the order is $n\le 0$ and $x\in(-\infty,0]$, so the function is bounded. I know that it can be integrated by using the general rule for the derivative $\frac{d}{dx}\mbox{Li}_n(x)=\frac{1}{x}\mbox{Li}_{n-1}(x)$. So, we can write the integral as $$\int dx \frac{\mbox{Li}_{n-1}(x)}{x}x=\mbox{Li}_n(x)-\int dx\mbox{Li}_n(x),$$ integrating by parts. It can be integrated again by parts, finding in general $$\int dx \mbox{Li}_{n-1}(x)dx=\sum_{k=0}^{\infty}(-1)^k\mbox{Li}_{n+k}(x),$$
Expansion in series: Finally, the polylogarithms can be expanded in series (http://mathworld.wolfram.com/Polylogarithm.html) as $$\mbox{Li}_n(x)=\sum_{j=1}^{\infty}\frac{z^j}{j^n}$$ Substituing in the expression for the integral $$\int dx \mbox{Li}_{n-1}(x)=\sum_{j=1}^{\infty}\sum_{k=0}^{\infty}(-1)^k\frac{z^j}{j^{n+k}}$$ Can these series be summed up? Are they known? Thanks for any help!