Integration of unspecified functions and families of iterated integrals

An algorithm for parametric elementary integration over differential fields constructed by a differentially transcendental extension is given. It extends current versions of Risch's algorithm to this setting and is based on some first ideas of Graham H. Campbell transferring his method to more formal grounds and making it parametric, which allows to compute relations among definite integrals. Apart from differentially transcendental functions, such as the gamma function or the zeta function, also unspecified functions and certain families of iterated integrals such as the polylogarithms can be modeled in such differential fields.