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With $\ds{N \in \mathbb{N}_{>\ 1}}$:
\begin{align}
&\bbox[5px,#ffd]{\left.\sum_{n = 1}^{N}
{n^{\sigma -1}\pars{n + \sigma} - \pars{n + 1}^{\sigma} \over
\sigma\pars{1 - \sigma}}
\,\right\vert_{\ 0\ <\ \sigma\ <\ 1}}
\\[5mm] = &\
{1 \over \sigma\pars{1 - \sigma}}\bracks{%
\sum_{n = 1}^{N}n^{\sigma} +
\sigma\sum_{n = 1}^{N}n^{\sigma - 1} -
\sum_{n = 1}^{N}\pars{n + 1}^{\sigma}}
\\[5mm] = &\
{1 \over \sigma\pars{1 - \sigma}}\ \times
\\[2mm] &\ \braces{%
\pars{1 + \sum_{n = 2}^{N}n^{\sigma}} +
\sigma\sum_{n = 1}^{N}n^{\sigma - 1} -
\bracks{\sum_{n = 2}^{N}n^{\sigma} +
\pars{N + 1}^{\sigma}}}
\\[5mm] = &
{1 \over \sigma\pars{1 - \sigma}} +
{1 \over 1 - \sigma}\sum_{n = 1}^{N}{1 \over n^{1 - \sigma}}
- {\pars{N + 1}^{\sigma} \over \sigma\pars{1 - \sigma}}
\\[5mm] = &\
{1 \over \sigma\pars{1 - \sigma}}
\\[2mm] &\ +
{1 \over 1 - \sigma}\
\bracks{\zeta\pars{1 - \sigma} +
{N^{\sigma} \over \sigma} + \pars{1 - \sigma}\int_{N}^{\infty}{\braces{x} \over x^{2 - \sigma}}\,\dd x}
\\[2mm] &\
- {\pars{N + 1}^{\sigma} \over \sigma\pars{1 - \sigma}}
\\[5mm] = &
{1 + \sigma\,\zeta\pars{1 - \sigma} \over
\sigma\pars{1 - \sigma}} +
\int_{N}^{\infty}{\braces{x} \over
x^{2 - \sigma}}\,\dd x -
{\pars{N + 1}^{\sigma} - N^{\sigma} \over \sigma\pars{1 - \sigma}}
\end{align}
See this identity. Note that
\begin{align}
0 & < \verts{\pars{1 - \sigma}\int_{N}^{\infty}{\braces{x} \over x^{2 - \sigma}}\,\dd x} <
\pars{1 - \sigma}\int_{N}^{\infty}{\dd x \over x^{2 - \sigma}} \\[5mm] & =
{1 \over N^{1 - \sigma}}
\,\,\,\stackrel{\mrm{as}\ N\ \to \infty}{\Large\to}\,\,\,
\color{red}{\large 0}
\end{align}
and
$\ds{{\pars{N + 1}^{\sigma} - N^{\sigma} \over \sigma\pars{1 - \sigma}} \sim {1 \over 1 - \sigma}
\,{1 \over N^{1 - \sigma}} \to \color{red}{0}\,\,\,}$ as
$\ds{\,\,\, N \to \infty}$.
Then,
$$
\bbox[5px,#ffd]{\left.\sum_{n = 1}^{\infty}
{n^{\sigma -1}\pars{n + \sigma} - \pars{n + 1}^{\sigma} \over
\sigma\pars{1 - \sigma}}
\,\right\vert_{\ 0\ <\ \sigma\ <\ 1}} =
\bbx{1 + \sigma\,\zeta\pars{1 - \sigma} \over
\sigma\pars{1 - \sigma}} \\
$$
It is amusing that the solution limiting case
$\ds{\sigma \to 0^{+}}$ is equal to
$\ds{\gamma}$
( the
Euler-Mascheroni Constant ).