Integration of a function with variable parameter

I have a function say f(tau)=lambda(tau) /exp(t-tau) where lambda is not an explicit function of tau. lambda has numeric values that are created inside a for loop and within each loop i need the integral value of f(tau) that considers all the value of lambda current and past. how do I do it? Please anyone can help?
I have attached an example code so it's easies to follow.

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 采纳的回答

Do you mean something like this?
H = @(tau, lam, tt) lam./exp(tt-tau);
T=50;
step=1000;
h=T/step;
t=0:h:T;
lambda = rand(1,step+1);
tau = 1;
y = H(tau,lambda,t);
I = cumtrapz(y)*h;
subplot(2,1,1)
plot(t,y),grid
subplot(2,1,2)
plot(t,I),grid

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