Francisco P. answered 03/17/15
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Rigorous Physics Tutoring
The integral is symmetric about x = 0, so you can double the integral from 0 to ∞. Let α = 1/4Dt.
exp[-(x-x')2/4Dt]exp[-β(x' - b)2] = exp[-α(x2 - 2xx' + x'2)]exp[-β(x'2 - 2bx' + b2]
= exp[-αx2 + 2αxx' - αx'2 - βx'2+ 2βbx' - βb2] = exp[-(α + β)x'2 + 2(αx + βb)x' -(αx2 + βb2)]
Complete the square: -(α + β)x'2 + 2(αx +βb)x' = -(α + β)[x'2 - 2(αx + βb)x'/(α + β)]
= -(α + β)[x' - (αx + βb)/(α + β)]2 + (αx + βb)2/(α + β)
= -(α + β)[x' - (αx + βb)/(α + β)]2 - (αx + βb)2
Use this last expression and a published definite integral for the exponential to get a final result. Good luck!