It looks like something from probability... Is it the original problem ?
Hello, I have problems to show that
If one omits the constants then essentially on has to calculate
I can't see, if and how substitution or partial integration could help.
Maybe the residual theorem could help? But I dont see directly how...
Do you have an idea how to calculate this integral? I would be glad, if somebody has.
yes, the background is a prove of a specific semigroup-representation. This topic can be connected to markov-transition kernels.
To prove this representation, the only step left, is the problem above.
But I think I'm on a good way with completing the exponent to a square and after substitution one gets an expression which is almost the gammafunction.