  In this work the improper integral of monomial $\mu(s) = \int_1^{\infty}
x^{-s} dx$ is considered as continuous analogy of infinite series in the
context of the Riemann zeta function $\zeta(s) = \sum_{n=1}^{\infty} n^{-s}$.
Both the integral and the sum of monomial functions diverge to infinity for $s
\in \mathbb{C}$ with $\mbox{Re}(s) \leq 1$, while they become convergent
otherwise. This paper presents analytic continuation of divergent integral of
monomial over the entire complex plane with the exception of the pole at one,
similar to analytic continuation of the zeta-function. It is shown that the
improper integral can be equivalently written in term of Dirichlet series by
making term-by-term integration of the monomial over successive integer
intervals and using the Newton's generalization of the binomial theorem. This
allows us to establish an elegant relationship between the $\mu$-function and
$\zeta$-function and a functional equation that are exploited to assign
meaningful solution to the divergent integral in the sense of analytic
continuation. Subsequently, it is proved that the $\mu$-function is holomorphic
everywhere except for a simple pole at $s = 1$ and that the analytic
continuation solution is consistent with the Abel-Plana formula.
