Homework Statement
Integrate:
I(a,b) =
\int^\infty_\infty exp(-1/2(ax^2+b/x^2)) dx
given
\int^\infty_\infty exp(1x^2/2) dx = \sqrt{2\pi} Homework Equations
The suggested substitution is y = (\sqrt{a}x - \sqrt{b}/x)/2
The Attempt at a Solution
The substitution gives...