$\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,}
\newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace}
\newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack}
\newcommand{\dd}{\mathrm{d}}
\newcommand{\ds}[1]{\displaystyle{#1}}
\newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,}
\newcommand{\ic}{\mathrm{i}}
\newcommand{\mc}[1]{\mathcal{#1}}
\newcommand{\mrm}[1]{\mathrm{#1}}
\newcommand{\pars}[1]{\left(\,{#1}\,\right)}
\newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}}
\newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,}
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\begin{align}
&\bbox[10px,#ffd]{\left.\int_{0}^{\infty}
{\sin\pars{y} \over y^{s + 1}}\,\dd y
\,\right\vert_{\ -1\ <\ \Re\pars{s}\ <\ 1}} =
\int_{0}^{\infty}\!\!\!\!\!\!\sin\pars{y}\
\overbrace{\bracks{{1 \over \Gamma\pars{s + 1}}
\int_{0}^{\infty}t^{s}\expo{-yt}\,\dd t}}
^{\ds{\,\,\,\,\,\,=\ {1 \over y^{s + 1}}}}\ \,\dd y
\\[5mm] = &\
{1 \over \Gamma\pars{s + 1}}\int_{0}^{\infty}t^{s}
\int_{0}^{\infty}\sin\pars{y}\expo{-ty}\dd y\,\dd t
\\[5mm] = &\
{1 \over
\pi/\braces{\sin\pars{\pi\bracks{-s}}\Gamma\pars{-s}}}
\int_{0}^{\infty}t^{s}
\bracks{\Im\int_{0}^{\infty}\expo{-\pars{t - \ic}y}
\dd y}\dd t
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over \pi}
\int_{0}^{\infty}t^{s}
\pars{1 \over t^{2} + 1}\dd t =
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over \pi}
\int_{0}^{\infty}{t^{s} \over t^{2} + 1}\,\dd t
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over \pi}\,{1 \over 2}
\int_{0}^{\infty}{t^{s/2 - 1/2} \over t + 1}\,\dd t =
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over 2\pi}
\int_{1}^{\infty}{\pars{t - 1}^{s/2 - 1/2} \over t}\,\dd t
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over 2\pi}
\int_{1}^{0}{\pars{1/t - 1}^{s/2 - 1/2} \over 1/t}\,\pars{-\,{\dd t \over t^{2}}}
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over 2\pi}
\int_{0}^{1}t^{-s/2 - 1/2}\pars{1 - t}^{s/2 - 1/2}\,\dd t
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over 2\pi}\,
{\Gamma\pars{-s/2 + 1/2}\Gamma\pars{s/2 + 1/2} \over \Gamma\pars{1}}
\\[5mm] = &\
-\,{\sin\pars{\pi s}\Gamma\pars{-s} \over 2\pi}\,
{\pi \over \sin\pars{\pi\bracks{s/2 + 1/2}}}
\\[5mm] = &\
-\,{\bracks{2\sin\pars{\pi s/2}
\cos\pars{\pi s/2}}\Gamma\pars{-s} \over 2}
\,{1 \over \cos\pars{\pi s/2}} =
\bbx{-\Gamma\pars{-s}\sin\pars{\pi s \over 2}}
\end{align}