$$ \begin {aligned} \int _{0}^{\infty }e^{-x^{2}}dx&=\frac {\sqrt \pi }2 \end {aligned} $$
$$
\begin {aligned}
I&:=\int _{0}^{\infty }e^{-x^{2}}dx
\end {aligned}
$$
とおく。ここで
$$
\int _{0}^{\infty }\frac {dx}{1+x^{2}}
=\left [\arctan x\right ]_0^\infty
=\frac {\pi }2
$$
より
$$
\begin {aligned}
\frac {\pi }2&=\int _{0}^{\infty }\int _{0}^{\infty }e^{-(1+x^{2})t}dtdx\\
&=\int _{0}^{\infty }e^{-t}\int _{0}^{\infty }e^{-tx^{2}}dxdt\\
&=\int _{0}^{\infty }e^{-t}\frac {I}{\sqrt t}dt\\
&=2I\int _{0}^{\infty }e^{-u^2}du\quad \left (u=\sqrt t\right )\\
&=2I^2
\end {aligned}
$$
$I$は正なので
$$ I=\frac{\sqrt {\pi}}2.$$