Step 1: Recognize the function type.
The integrand $x e^{-\alpha x^2}$ is an odd function because:
\[
f(-x) = (-x)e^{-\alpha (-x)^2} = -x e^{-\alpha x^2} = -f(x)
\]
Step 2: Apply property of definite integrals.
For any odd function integrated symmetrically about the origin:
\[
\int_{-a}^{a} f(x)\, dx = 0
\]
Step 3: Apply to limits from $-\infty$ to $\infty$.
\[
\int_{-\infty}^{+\infty} x e^{-\alpha x^2}\, dx = 0
\]
Step 4: Conclusion.
Hence, the value of the integral is 0.