Hi Enrique,
Here's a suggestion.
fprobability[x_, y_, z_] := Exp[-Sqrt[y^2 + (z - x)^2]/0.1];
g[d_, lambda_] := NIntegrate[fprobability[x, y, z], {x, 0, d}, {y, -Infinity, Infinity}, {z, 0, d}, AccuracyGoal -> 5];
Plot3D[g[d, lambda], {d, 0, 1}, {lambda, 0, 1}]
The output is
So basically, I gave Mathematica a value for "gamma", without which numerical integration would not work, and secondly I used numerical integration, i.e. NIntegrate.
Cheers,
M.
