Hi! ,Thanks for replying!
Yes, i'm sure it's like that. I also tried with Mathematica,and it seems that there is no elemental solution,but for instance, the integral
Can be expressed in terms of the modified bessel function of the first kind I0(x)
so i was wondering if i could do something like that...(my code is plenty of integrals so if i can avoid to compute any of them numerically it would be great)