I suppose the inductive part comes from solving for the first few n and then coming up with a general n dependent solution. So yeah use integration by parts to find the first few moments. One can use the simpler method of observing that [tex] \int x^{2n}e^{-\alpha x^2} dx = (-1)^n \int \frac{\partial^{n}}{\partial \alpha^{n}} e^{-\alpha x^2} dx [/tex] and then using the standard results of a gaussian integral