Let $X$ be a continuous random variable with probability density function $f(x)$ and $a$ be a constant with $y=g(x)=a$. ..

Question

Let $X$ be a continuous random variable with probability density function $f(x)$ and $a$ be a constant with $y=g(x)=a$.

Find $E(y)$ using the formula $$E(g(x)) =\int_{-\infty}^\infty...\int_{-\infty}^\infty g(x_1,...,x_p)f_x(x_1,...,x_p) dx_1...dx_p$$

Should there be a change of variable? If so, how do I do it?