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## Homework Statement

I have the following integral,

$$\frac{1}{\sigma \sqrt{2\pi} t} \int_{-\infty}^{0} \exp[\frac{-1}{2\sigma ^2} (\frac{x-x_0}{t} - p_0)^2]dx$$

that I wish to write in terms of the error function,

$$erf(x) = \frac{2}{\sqrt{\pi}} \int_{0}^{x} e^{-g^2}dg$$

However, I can't seem to make my limits fit that of ##erf(x)## despite trying a change of variables like letting ## g = \frac{-1}{\sqrt{2\sigma ^2}} (\frac{x-x_0}{t} - p_0)##

This is my first time dealing with such a function, and pointers are greatly appreciated.