A new way to evaluate the Probability and Fresnel integrals

In this article, we show how Laplace Transform may be used to evaluate variety of nontrivial improper integrals, including Probability and Fresnel integrals. The algorithm we have developed here to evaluate Probability, Fresnel and other similar integrals seems to be new. This method transforms the evaluation of certain improper integrals into evaluation of improper integrals of the corresponding Laplace transform, which in many cases are much easier.