Prove $$\int \frac{dx}{(1+x^2)^n} = \frac{1}{2n-2}\frac{x}{(x^2+1)^{n-1}}+\frac{2n-3}{2n-2}\int\frac{1}{(x^2+1)^{n-1}}dx$$ by writing $$\int \frac{dx}{(1+x^2)^n}=\int \frac{dx}{(1+x^2)^{n-1}} - \int\frac{x^2}{(1+x^2)^n}dx$$ and working on the last integral. (Another possibility is to use the substitution $x=\tan u$.)
I was able to do it the first way. Now I'm trying to do it with the substitution $x=\tan u$.
$$\int\frac{\sec^2 u}{(\sec^2 u)^n}du=\int\frac{du}{(\sec^2 u)^{n-1}}.$$ Now I was fiddling around with this, thinking of trying to integrate by parts using $dv = du$ and $u$ being the rest. But I'm just kind of wandering with this one. Is this how you would proceed?