In the Wikipedia article on the wave function it's stated that the probability of a spin-less particle in 1D space being found in the interval $a\le x \le b$ at time $t$, where $x$ is the position, given the particle's wave function $\psi (x,t)$, is defined as the integral: $$ P_{a\le x \le b}(t)=\int_a^b dx |\psi (x,t)|^2 $$ Sticking to the math part instead of the physics part, I don't understand why there's an integral. I know that $\int dx=\int 1dx=x+C$, which means that the integral part of this function just evaluates to $b-a$. Why didn't they just write that?
Of course, given that Wikipedia isn't the greatest source of information, I am assuming that the math on Wikipedia is accurate.
This is a matter of notation. What they mean is $\int\limits_a^b |\psi (x,t)|^2 \mathbb{d}x$.
Such notation is particularly usefull when dealing with multiple integral: $\int \mathbb{d}x \int \mathbb{d}y \int \mathbb{d}z f(x,y,z)$ is a bit cleaner then $\int\int\int f(x,y,z) \mathbb{d}x \mathbb{d}y \mathbb{d}z$ if we try to understand which limits refer to a particular variable under integration.
Another point for this notation from differential geometry point of view is the fact that $f(x)\mathbb{d}x$ is a differential 1-form, which is the function $f(x)$ and the 1-form $\mathbb{d}x$ multiplied; here the multiplication of forms and functions is commutative simply by notation (much as multiplying a vector by a scalar).