$$\begin{align}
\int_{0}^{\infty} \frac{e^{-bx} - e^{-ax}}{x} \, dx
&= - \int_{0}^{\infty} \int_{a}^{b} e^{-xt} dt \, dx \\
&= - \int_{a}^{b} \int_{0}^{\infty} e^{-xt} dx \, dt \\
&= - \int_{a}^{b} \frac{dt}{t}
= - \left[ \log x \right]_{a}^{b} = \log\left(\frac{a}{b}\right).
\end{align}$$