Hi, there is no analytical expression available using MAPLE for example but this certainly comes from some missing assumptions. Is theta positive and lower than one ?
It seems to me that the leading behaviour of the integrand for large x is exp(0.5ax^2), so I think the integral diverges as it is written. Maybe there is a minus missing in the first exponent? (exp(-x(\lambda -t) - 0.5ax^2)
Yeah, for example, there is no analytical expression available using MAPLE because this is probably due to certain expectations that are lacking. Are Theta Negative and Under something?
Could you able to solve the integral? I could suggest some references, please check Mathai and Haubold (2008) (Special Function for Applied Scientists, Page 52, example 1.8.3) Provost and Mabrouk (2010) ( https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.621.9888&rep=rep1&type=pdf ).