I don't know how the following can be proved. Let $U(t)$ be the following integral over $\mathbb{R}^3$:
$$ U(t,\vec{x}-\vec{x}_0)=\int\frac{d^3p}{(2\pi)^3}e^{-i(p^2/2m)t}e^{i\vec{p}\cdot(\vec{x}-\vec{x}_0)}$$
where $p^2=p_{x}^2+p_{y}^2+p_{z}^2$ and $\vec{x}, \vec{x}_0$ arbritary vectors. Define $\vec{u}\equiv\vec{x}-\vec{x}_0$ and $u^2\equiv\vec{u}\cdot\vec{u}$ Then
$$ U(t,\vec{u})=\left(\frac{m}{2\pi it}\right)^{3/2}e^{imu^2/2t}$$
My attempt
$$ U(t,\vec{u})=\int\frac{dp_{x}dp_{y}dp_{z}}{(2\pi)^3} \exp\left(-i\left(\frac{p_x^2+p_y^2+p_z^2}{2m}\right)t\right)\exp\left( i(p_xu_x+p_yu_y+p_zu_z)\right)\\=\int\frac{dp_x}{2\pi}\exp\left(-i\frac{p_x^2}{2m}t\right)\exp\left( ip_xu_x\right)\int\frac{dp_y}{2\pi}\exp\left(-i\frac{p_y^2}{2m}t\right)\exp\left( ip_yu_y\right)\int\frac{dp_z}{2\pi}\exp\left(-i\frac{p_z^2}{2m}t\right)\exp\left( ip_zu_z\right)=f(t,u_{x})f(t,u_{y})f(t,u_{z})$$
So I only need to do the integral once for a general $u$. I try to write as a Fourier transform $\mathcal{F}[f](u)$
$$f(t,u)=\int\frac{dp}{2\pi}\exp(ipu)\exp\left( -i\frac{p^2t}{2m}\right)= \mathcal{F}\left( \exp\left( i\frac{p^2t}{2m}\right)\right)(u) \propto\delta\left(u-\frac{p^2t}{2m}\right)$$
I'm not sure about the last $\propto$ .. but I can't get the exponential that I should
Any hint will be appreciated thanks