 Solution

Use integration by parts in $I_{n+1}$, writing the integrand as $x^{2n+1}(x{e}^{-x^2})$. Since an antiderivative of $x{e}^{-x^2}$ is $-e^{-x^2}/2$,The boundary term vanishes because the Gaussian exponential function decays faster than any fixed power. These improper integrals are absolutely convergent, justifying the limiting integration by parts.

Starting from the permitted Gaussian integral $I_0=\sqrt{\pi }$, the Gaussian moment recurrence gives $I_1=\sqrt{\pi }/2$ and thenMore generally, iteration gives $I_n=(2n-1)!!\sqrt{\pi }/2^n$, using the double factorial with $(-1)!!=1$.