improper double integral

Hello everyone!I have never used this WOLFRAM before. I need to solve an improper integral (from 0 to + infinite) of a function of two variables in only one variable, in order to obtain a function of the other variable.
Can anyone help me?

There is nowhere near sugfficient detail to provide a response. Integrate what function/ If you give input, in Mathematica copy-and-pastable form, maybe people can offer suggestions.

I agree with Dan.

An example

In[8]:= Integrate[y Exp[-x^2], {x, 0, Infinity}]

Out[8]= (Sqrt[\[Pi]] y)/2