You are right! It is integrated from negative infinity to positive infinity. I get one method to do that, but have another problem..
e^(x^2)=e^(-i)*e^(ix^2)=e^(-i)*(cos(x^2)+isin(x^2))
I try to integrate sin(x^2) or cos(x^2) instead, however, i haven't get it yet:confused: