My question as hinted at in the headline, do you have a recommendations for a book, where explicitly these types of problems are discussed? No sure about $\int_{-\infty}^{\infty} ...dx$.
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This integral is very famous and is called the Gaussian integral. There is a wikipedia page dedicated to this integral where you can find multiple proofs that $$ \int_{-\infty}^{+\infty}e^{-x^2}dx=\sqrt{\pi}. $$ As for studying integrals that involve infinite bounds (they are called improper integrals) you can read the great wikipedia page.

Tuvasbien
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Thanks, thats clarifying all. The english version of wiki is so much better than other languages. – mathsdummie1234 Feb 06 '23 at 13:04
A very introduction would be Schaum's series (Advanced calculus/Outline of Calculus)
– user35952 Feb 06 '23 at 13:05