In my textbook, it reads:

$\displaystyle 2 \int ^ { \infty } _0 e ^ { - \eta y^2-2y } dy $

=$\displaystyle \frac { 2 \sqrt { \pi } e^ { \frac {1} { \eta } }} { \sqrt { \eta }}} \int ^ \infty _0 \frac { \exp [ \frac { - ( \frac {y+1}{ \eta })^2 }{ \sqrt { \frac {2 }{2 \eta }}} ] }{ \sqrt { \frac {2 \pi }{2 \eta } } } dy $

Why?