In my complex analysis textbook by Stein and Shakarchi, as an exercise, I am supposed to extend $\zeta(s)$ to the entire complex plane using Bernoulli numbers, but I am stuck.
I can prove that
$$ \zeta(s) = \frac{1}{\Gamma(s)} \int_0^1 \frac{x^{s-1}}{e^{x}-1} dx + \frac{1}{\Gamma(s)} \int_1^\infty \frac{x^{s-1}}{e^{x}-1} dx $$
I can further prove that the second integral is an entire function and that given the generating function for the Bernoulli Numbers:
$$ \frac{x}{e^x -1} = \sum_{m=0}^\infty \frac{B_m}{m!} x^m $$
that
$$ \int_0^1 \frac{x^{s-1}}{e^x-1}dx = \sum_{m=0}^\infty \frac{B_m}{m!(s+m-1)} $$
It is clear that there is a pole at $s=1$, but beyond that I don't have any idea why the last summation converges for all $s \neq 1$, which would prove the analytic continuation of $\zeta(s)$ to the entire complex plane.
This is a problem in a first year graduate student textbook, so I imagine that there is a short solution. Thanks for the help.