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help! - questions about Integration


Hello! I am quite new about Mathematica, can someone help me out this
question?

I want to do an integration, as written below:

Integrate[Exp[-(x/a)^2-(y/b)^2],  x and y are variables (-Infinity,
Infinity), 
integration area is defined by 
A < (x^2+y^2)/(x^2 Y^2 x^2-y^2) < B,

Where a, b, A, B are invariables.

I am wondering if Mathematica can find out a way to to this. Or there is a
function from Mathematica special for this kind of integration?


Thank you in advance!

Regards

Connie



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