Not correct. Try differentiating your proposed solution to see if it gives back what you started with. When you apply the quotient rule, you will see that one term gives what you want, but there will be an extra term
And furthermore, the integral you show doesn't have an elementary antiderivative. If you know about Maclaurin series, though, you can write the Maclaurin series for e2x2, and then integrate it term by term.