Start from the MacLaurin series of sinh x:
sinhx = sum_(n=0)^oo x^(2n+1)/((2n+1)!)
Using the ratio test:
lim_(n->oo) abs((a_(n+1))/(a_n)) = lim_(n->oo) abs( ((x^(2(n+1)+1)/((2(n+1)+1)!))/(x^(2n+1)/((2n+1)!)))
lim_(n->oo) abs((a_(n+1))/(a_n)) = lim_(n->oo) abs( x^(2n+3)/x^(2n+1)) ((2n+1)!)/((2n+3)!)
lim_(n->oo) abs((a_(n+1))/(a_n)) = x^2 lim_(n->oo) 1/((2n+3)(2n+2)) = 0
we can see that the series is absolutely convergent for every x in RR.
Substituting x=t^2 we have:
sinh t^2 = sum_(n=0)^oo (t^2)^(2n+1)/((2n+1)!) = sum_(n=0)^oo t^(4n+2)/((2n+1)!)
and as the series has radius of convergence R=oo we can integrate term by term and obtain a series that still has R=oo:
int_0^x sinh t^2 dt = sum_(n=0)^oo int_0^x t^(4n+2)/((2n+1)!)dt
int_0^x sinh t^2 dt = sum_(n=0)^oo t^(4n+3)/((4n+3)(2n+1)!)