Using the following expression for the Dirac delta function: $$\delta(k-k')=\frac{1}{2\pi}\int_{-\infty}^{\infty}e^{i(k-k')x}\mathrm{d}x$$
show that if $\Psi(x,t)$ is normalized at time $t=0$, then the corresponding momentum space wave function $\Phi(p_x,t)$ is also normalized at time $t=0$.
Since $\Psi(x,0)$ is normalized, we know $$\int_{-\infty}^{\infty}\Psi^*(x,0)\Psi(x,0)\mathrm{d}x=1$$
By definition of the momentum space wave function, $$\Phi(p_x,0)=\frac{1}{\sqrt{2\pi\hbar}}\int_{-\infty}^{\infty}e^{\frac{i}{\hbar}p_xx}\Psi(x,0)\mathrm{d}x$$ and $$\Phi^*(p_x,0)=\frac{1}{\sqrt{2\pi\hbar}}\int_{-\infty}^{\infty}e^{\frac{i}{\hbar}p_xx}\Psi^*(x,0)\mathrm{d}x$$
To check if $\Phi(p_x,0)$ is normalized, we'd like to check if $\Phi(p_x,0)\Phi^*(x,0)$ integrates to $1$ over all values of $p_x$, i.e. we need to evaluate $$\Phi^*(p_x,0)\Phi(p_x,0)=\frac{1}{2\pi\hbar}\left(\int_{-\infty}^{\infty}e^{\frac{i}{\hbar}p_xx}\Psi^*(x,0)\mathrm{d}x\right)\left(\int_{-\infty}^{\infty}e^{\frac{i}{\hbar}p_xx}\Psi(x,0)\mathrm{d}x\right)$$
I remembered the method for evaluating the Gaussian integral, where a product of integrals is expressed as a double integral, so here's my attempt at that: $$\Phi^*(p_x,0)\Phi(p_x,0)=\frac{1}{2\pi\hbar}\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}e^{\frac{i}{\hbar}p_xy}\Psi^*(y,0)e^{\frac{i}{\hbar}p_xx}\Psi(x,0)\mathrm{d}y\mathrm{d}x$$
$$=\frac{1}{2\pi\hbar}\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}e^{2i\frac{p_x}{\hbar}yx}\Psi^*(y,0)\Psi(x,0)\mathrm{d}y\mathrm{d}x$$
I have no idea if this is the correct path, and while I can see similarities between the delta function definition that I've been given and what I have now, I'm not exactly sure how to make the leap and start making use of some properties of the Dirac delta.
Any hints are appreciated!