$\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ $\ds{\Large\left. a\right)}$ \begin{align} &\bbox[5px,#ffd]{\lim_{x \to \infty}\pars{x\int_{0}^{x}\expo{t^{2} - x^{2}}\dd t}} = \lim_{x \to \infty}\bracks{x\int_{0}^{x}\expo{\pars{x - t}^{2} - x^{2}}\dd t} \\[5mm] = & \lim_{x \to \infty}\bracks{x\int_{0}^{x}\expo{-2tx}\expo{-t^{2}} \dd t} = \lim_{x \to \infty}\pars{x\int_{0}^{\infty}\expo{-2tx}\dd t} \\[5mm] = &\ \lim_{x \to \infty}\pars{x\,{1 \over 2x}} = \bbx{1 \over 2} \\ & \end{align} Ver Método de Laplace .
$\ds{\Large\left. b\right)}$ \begin{align} &\bbox[5px,#ffd]{\lim_{x \to \infty} \pars{x\int_{0}^{x}\expo{t^{2} - x^{2}}\dd t}} \lim_{x \to \infty} \braces{x\bracks{{1 \over 2}\,\root{\pi}\expo{-x^{2}}\,{\mrm{erf}\pars{\ic x} \over \ic}}} \end{align}
donde $\ds{\mrm{erf}}$ es un Función de error que tiene el comportamiento asintótico $\ds{\mrm{erf}\pars{\ic x} \sim 1 - {\expo{x^{2}} \over \root{\pi}\ic x}}$ . Entonces, \begin{align} &\bbox[5px,#ffd]{\lim_{x \to \infty} \pars{x\int_{0}^{x}\expo{t^{2} - x^{2}}\dd t}} = \bbx{1 \over 2} \\ & \end{align}