I was surfing the net today and I fell on this cute integral

I have seen integrals of such kind before like for instance this .In fact something more general holds

where .

**Solution**

The original integral does not fall into this category which is a real shame. Yet it does have a closed form and it does not contain an in its final answer. Strange, huh? So similar but so different at the same time these two integrals. A sign changes everything.

We begin by exploring the integral

Manipulating the integral ( substitutions and known Gaussian results) reveals that

where . Taking the imaginary part of the last expression we get that

and this is the final answer. See, no !. Of course we can also extract the real part and calculate the corresponding integral involving .