Calculate $\int_{-\infty}^{+\infty} \exp\{-x^{2}-\lambda x^{4}\}\ dx$

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I am trying to find a way to calculate the $\phi^4$ perturbative Gaussian integral in quantum field theory without using Mathematica.

The integral is $I(\lambda)=\int_{-\infty}^{+\infty} \exp\{-x^{2}-\lambda x^{4}\}\ dx$

Mathematica shows

$I(\lambda)=\frac{e^{\frac{1}{8\lambda}}K_{\frac{1}{4}}(\frac{1}{8\lambda})}{2\sqrt{\lambda}}$, for $\Re(\lambda)>0$, where $K_{n}(x)$ is the modified Bessel function of the second kind.