How can this be integrated?
$\displaystyle \int_0^{\pi/4} \left(\;\tan ^n x + \tan^{n-2} x \;\right) \;\; d\left(x-\cfrac{[x]}{1!}+\cfrac{[x]^2}{2!}-\cfrac{[x]^3}{3!} + \,...\right)$
where [.] denotes greatest integer function.
Welcome to MSE. Your question is phrased as an isolated problem.
Sorry for not providing any context along with the question, as I was working on my integrals, I came across this question and wondered about integrating with respect to $f(x)$ rather than $x$. Aforementioned series without $[x]$ looks quite similar to $ e^{-x}$.
I do realize that $ \displaystyle \int f(x) \; d\,g(x) = \displaystyle \int f(x) \;g'(x)\;dx $
Since the range is from $0$ to $\pi/4$, [x] would be $0$ but I am not sure if that's helpful, and that's all I was able to decipher.