To solve the integral
\[
I = \int_0^{\infty} \frac{dx}{(x + \sqrt{x^2 + 1})^3}
\]
we will use the substitution \( x = \tan \theta \).
### Step 1: Change of Variables
Using the substitution \( x = \tan \theta \), we have:
\[
dx = \sec^2 \theta \, d\theta
\]
### Step 2: Change the Limits of Integration
When \( x = 0 \), \( \theta = 0 \) and when \( x \to \infty \), \( \theta \to \frac{\pi}{2} \). Thus, the limits change from \( 0 \) to \( \frac{\pi}{2} \).
### Step 3: Rewrite the Integral
Now substituting into the integral, we get:
\[
I = \int_0^{\frac{\pi}{2}} \frac{\sec^2 \theta \, d\theta}{\left(\tan \theta + \sqrt{\tan^2 \theta + 1}\right)^3}
\]
### Step 4: Simplify the Denominator
We know that \( \sqrt{\tan^2 \theta + 1} = \sec \theta \). Therefore, we can rewrite the denominator:
\[
\tan \theta + \sqrt{\tan^2 \theta + 1} = \tan \theta + \sec \theta
\]
Thus, we have:
\[
I = \int_0^{\frac{\pi}{2}} \frac{\sec^2 \theta \, d\theta}{(\tan \theta + \sec \theta)^3}
\]
### Step 5: Further Simplification
Now we express \( \tan \theta \) in terms of sine and cosine:
\[
\tan \theta = \frac{\sin \theta}{\cos \theta}
\]
So,
\[
\tan \theta + \sec \theta = \frac{\sin \theta}{\cos \theta} + \frac{1}{\cos \theta} = \frac{\sin \theta + 1}{\cos \theta}
\]
Thus, we can rewrite the integral as:
\[
I = \int_0^{\frac{\pi}{2}} \frac{\sec^2 \theta \, d\theta}{\left(\frac{\sin \theta + 1}{\cos \theta}\right)^3} = \int_0^{\frac{\pi}{2}} \frac{\sec^2 \theta \cos^3 \theta \, d\theta}{(\sin \theta + 1)^3}
\]
### Step 6: Simplifying the Integral
Since \( \sec^2 \theta = \frac{1}{\cos^2 \theta} \), we can simplify:
\[
I = \int_0^{\frac{\pi}{2}} \frac{\cos^3 \theta}{(\sin \theta + 1)^3} \, d\theta
\]
### Step 7: Substitution for the Integral
Now, let \( t = 1 + \sin \theta \), then \( d\theta = \frac{dt}{\cos \theta} \) and when \( \theta = 0 \), \( t = 1 \) and when \( \theta = \frac{\pi}{2} \), \( t = 2 \).
### Step 8: Final Integral
The integral becomes:
\[
I = \int_1^2 \frac{\cos^3 \theta}{t^3} \cdot \frac{dt}{\cos \theta}
\]
This simplifies to:
\[
I = \int_1^2 \frac{\cos^2 \theta}{t^3} \, dt
\]
### Step 9: Evaluating the Integral
Now we can evaluate the integral:
\[
I = \int_1^2 \frac{1}{t^3} \, dt = \left[-\frac{1}{2t^2}\right]_1^2 = -\frac{1}{8} + \frac{1}{2} = \frac{3}{8}
\]
### Conclusion
Thus, the value of the integral is:
\[
I = \frac{3}{8}
\]