Can You Solve This Integral?

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I've got a difficult integral, that is, \int_{-\infty}^{\infty} e^{\lambda x^{2}} dx. Could anybody find its solution?
 
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Try http://integrals.wolfram.com/index.jsp"
 
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Since, for \lambda> 0, that is not bounded as x goes to infinity, and, if \lambda= 0, that is just \int_{-\infty}^{\infty} dx, neither of those exists.

If, however, \lambda is negative, It is well known that the integral is
\sqrt{\pi/|\lambda |}.
 
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