Monte-carlo method for integral calculation

[asanquer@virbac.fr]

Hello,

I would like to perform integral calculation
using the Monte-carlo method. I understood how to use the method when the
integral is defined on a finite interval [a ; b], but how can I do when
my integral is defined in an interval [a ; infinite[ ?
Does someone have a clue for this, or
may be an S-PLUS function ?

Thanks a lot,

Annaële Sanquer