Monday, 13 October 2014

calculus - How do I evaluate the following integral intinftyinftyesigma2x2/2;mathrmdx?

How do I evaluate the following integral exp(σ2x22)dx?



How is it even possible to find an antiderivative?



The integral is evaluated "silently" in a book leading to a theorem.




Using Wolfram Alpha (after trying to evaluate on my own) I get



enter image description here



and this is not what I want, since at my level we've never worked with such a function.



Hoping someone can clarify.

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