Were you just wondering, or do you need to find it for an assignment? Because you should be aware that if you just come up with an integral with elementary functions, there's a good chance that it won't be expressible in terms of elementary functions.
You might want to use FullSimplify (possibly with the additional assumption that x is real) and arrive at something with Euler B's, as I said.
I'm just copying what it says. I have no idea about all the non elementary functions that pop out or how to see them without resorting to mathematica. e.g. integrating gaussian distribution thing. A source for this information would be good.