In Peskin & Schroeder Ch. 2, p. 14, in proving that the NRQM propagation amplitude for a free particle is nonzero everywhere, they move from \begin{equation} U(t)~=~ \frac{1}{(2\pi)^3} \int d^3p \hspace{2pt} e^{-i(\mathbf{p}^2/2m)t} \cdot e^{i\mathbf{p}\cdot(\mathbf{x} - \mathbf{x_0})} \end{equation} to the end result: \begin{equation} U(t)~=~ \left(\frac{m}{2\pi i t}\right)^{3/2} \hspace{2pt} e^{im(\mathbf{x} - \mathbf{x_0})^2/2t}. \end{equation}
I don't quite get all of the steps in between. In evaluating the first integral, I first put it in polar coordinates, with z along $x - x_0$, but then I eventually end up with a gaussian integration that looks like it should be zero. How do I get from the first equation to the second?
EDIT:
The next step I do after the above is to rewrite the integral:
\begin{equation} \frac{1}{(2\pi)^2} \int_0^{\infty} \int_{1}^{-1} dp \hspace{2pt} d\cos \theta \hspace{2pt} p^2 e^{-i(\mathbf{p}^2/2m)t} \cdot e^{ip\Delta x \cos \theta} \end{equation}
where $\Delta x \equiv |x - x_0|$ and I did the integration over $\phi$. From here, I get
\begin{equation} \frac{1}{(2\pi)^2i\Delta x} \int_{0}^{\infty}dp \hspace{2pt}p\hspace{2pt}e^{-i(\mathbf{p}^2/2m)t} \left( e^{-ip\Delta x} - e^{ip\Delta x} \right). \end{equation}
It seems like this integration should give $0$, unless I'm making a mistake somewhere. Where's my mistake?