The linear differential equation of the second order

is not in general integrable by any method at present available. At the same time, several equations of this type have been integrated, either in terms of finite functions or by means of expansions in series. Some properties of the integrals of the general equation have also been obtained. It is the object of this paper to develop some general properties of these integrals, which throw some light on the nature of the solutions, even if not obtainable in explicit terms.