Llegué hasta allí:
$$\int dx {\sqrt{x^2+a}} e^{-A x^2} erf \left( c(x-b) \right) $$ $$=\frac{2}{\sqrt{\pi}} \int dx \int^{c(x-b)}_0 dy {\sqrt{x^2+a}} e^{-A x^2 - y^2}$$ $$=\frac{-2 c}{\sqrt{\pi}} \int db \int dx {\sqrt{x^2+a}} e^{-A x^2 - c^2 (x-b)^2} $$ $$=\frac{-2 c}{\sqrt{\pi}} \int db e^{-b^2 \left\{ c^2 + \frac{c^4}{A+c^2} \right\} } \int dx {\sqrt{x^2+a}} e^{ - \left(A+c^2 \right) \left( x-\frac{b c^2}{A+c^2} \right)^2} $$