Here's a popular technique for integrating from -infinity to infinity.
\(\displaystyle \L\\\int_{-\infty}^{\infty}e^{\frac{-x^{2}}{2}}dx\)
Square it:
\(\displaystyle \L\\\left(\int_{-\infty}^{\infty}e^{\frac{-x^{2}}{2}}dx\right)^{2}\)
=\(\displaystyle \L\\\int_{-\infty}^{\infty}e^{\frac{-x^{2}}{2}}dx\int_{-\infty}^{\infty}e^{\frac{-y^{2}}{2}}dy\)
=\(\displaystyle \L\\\int_{-\infty}^{\infty}e^{\frac{-x^{2}}{2}}e^{\frac{-y^{2}}{2}}dydx\)
Convert to polar:
=\(\displaystyle \L\\\int_{0}^{\infty}\int_{0}^{2{\pi}}e^{\frac{-r^{2}}{2}} r d{\theta}dr\)
=\(\displaystyle \L\\\int_{0}^{2{\pi}}d{\theta}\int_{0}^{\infty}e^{\frac{-r^{2}}{2}} r dr\)
Let
u=2r2 du=rdr
\(\displaystyle \L\\2{\pi}\int_{0}^{\infty}e^{-u} du\)
=\(\displaystyle \L\\\int_{-\infty}^{\infty}e^{\frac{-x^{2}}{2}} dx=\sqrt{2{\pi}}\)
Therefore, \(\displaystyle \L\\\int_{0}^{\infty}e^{\frac{-x^{2}}{2}} dx=\frac{\sqrt{2{\pi}}}{2}\)