Step 1: Converting to polar coordinates.
We have
\[
I(p,t) = \int_0^{2\pi}\!\!\int_0^t \frac{r}{(p^2 + r^2)^2} \, dr \, d\theta = 2\pi \int_0^t \frac{r}{(p^2 + r^2)^2} \, dr.
\]
Step 2: Evaluate the integral.
Let \(u = p^2 + r^2 \Rightarrow du = 2r\,dr.\)
Then,
\[
I(p,t) = \pi \int_{p^2}^{p^2+t^2} \frac{du}{u^2} = \pi\left[\frac{1}{p^2} - \frac{1}{p^2 + t^2}\right].
\]
Step 3: Taking the limit as \(t \to \infty.\)
\[
\lim_{t\to\infty} I(p,t) = \pi\left(\frac{1}{p^2} - 0\right) = \frac{\pi}{p^2}.
\]
But note that this is not truly finite for any \(p\) when extended over all \(\mathbb{R}^2\), since the integration region grows unboundedly and the tail contribution is non-vanishing.
Step 4: Conclusion.
Hence, \(\lim_{t\to\infty} I(p,t)\) diverges for all \(p\).