[guided]We set
\begin{align*}
F: \{\sigma > 0\} \to \mathbb{C}, \qquad F(s) = \int_1^\infty \frac{\{t\}}{t^{s+1}} \, d\mathcal{L}^1(t),
\end{align*}
and must show this is a well-defined holomorphic function.
Well-definedness first. The integrand $\{t\}/t^{s+1}$ is bounded in modulus by $t^{-\sigma-1}$ (using $0 \leq \{t\} < 1$), and $\int_1^\infty t^{-\sigma-1} \, d\mathcal{L}^1(t) = [(-1/\sigma) t^{-\sigma}]_1^\infty = 1/\sigma$ is finite for $\sigma > 0$. So $F(s)$ converges absolutely.
Holomorphy next. We invoke the standard criterion: if $f(s, t)$ is holomorphic in $s$ for each fixed $t$, and if on every compact $K \subset \{\sigma > 0\}$ there is a dominating function $g_K \in L^1([1,\infty), \mathcal{L}^1)$ with $|f(s,t)| \leq g_K(t)$ for all $s \in K$, then $F(s) = \int f(s,t) \, d\mathcal{L}^1(t)$ is holomorphic on $\{\sigma > 0\}$.
We verify both conditions. For fixed $t \geq 1$, $s \mapsto \{t\}/t^{s+1} = \{t\} e^{-(s+1) \log t}$ is an entire function of $s$. Given any compact $K \subset \{\sigma > 0\}$, the real part $\sigma = \operatorname{Re}(s)$ attains its minimum on $K$, say $\sigma_0 > 0$. Then for all $s \in K$,
\begin{align*}
\left| \frac{\{t\}}{t^{s+1}} \right| = \frac{\{t\}}{t^{\sigma + 1}} \leq \frac{1}{t^{\sigma_0 + 1}},
\end{align*}
and $g_K(t) := t^{-\sigma_0 - 1}$ is integrable on $[1, \infty)$ with integral $1/\sigma_0 < \infty$. The criterion applies (its proof reduces to [Morera's Theorem](/theorems/???) combined with [Fubini's Theorem](/theorems/???) applied to $\oint_\gamma F(s) \, ds = \int_1^\infty \oint_\gamma f(s,t) \, ds \, d\mathcal{L}^1(t) = 0$ for any small contour $\gamma$), so $F$ is holomorphic on $\{\sigma > 0\}$.
This is where the transition "from $\sigma > 1$ to $\sigma > 0$" happens in the proof: the integral $\int_1^\infty \{t\} t^{-s-1} \, d\mathcal{L}^1(t)$ converges on a larger domain than $\int_1^\infty t \cdot t^{-s-1} \, d\mathcal{L}^1(t)$ because the fractional part is bounded, whereas the identity part contributes the polar term $1/(s-1)$.[/guided]