Comment #6 on issue 2846 by smi...@gmail.com: Integral.transform should allow a change to a different variable
http://code.google.com/p/sympy/issues/detail?id=2846

Hopefully it is less confusing now:

i
Integral(cos(t*w), (t, 0, 1))

i.transform(w*t, u)
Integral(cos(u)/w, (u, 0, w))


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