We are given the differential equation:
\[
\frac{dy}{dx} = 2x \cdot e^{x^2 + y}
\]
This is a first-order differential equation. To solve it, we can use the method of separation of variables. Rewrite the equation by separating the variables \( y \) and \( x \):
\[
\frac{dy}{dx} = 2x \cdot e^{x^2} \cdot e^y
\]
Rearrange to isolate terms involving \( y \) and \( x \):
\[
\frac{dy}{e^y} = 2x \cdot e^{x^2} \, dx
\]
Now, integrate both sides:
\[
\int e^{-y} \, dy = \int 2x \cdot e^{x^2} \, dx
\]
The left-hand side is:
\[
\int e^{-y} \, dy = -e^{-y}
\]
For the right-hand side, use substitution. Let \( u = x^2 \), so \( du = 2x \, dx \), and the integral becomes:
\[
\int 2x \cdot e^{x^2} \, dx = \int e^u \, du = e^u + C_1 = e^{x^2} + C_1
\]
Thus, we have:
\[
-e^{-y} = e^{x^2} + C_1
\]
Multiply through by \(-1\) to simplify:
\[
e^{-y} = -e^{x^2} - C_1
\]
Since \( C_1 \) is an arbitrary constant, let \( C = -C_1 \) (adjusting the constant):
\[
e^{-y} = -e^{x^2} + C
\]
Rearrange to combine terms:
\[
e^{-y} + e^{x^2} = C
\]
This is the general solution. To match the form in the options, note that:
\[
e^{x^2} + e^{-y} = C
\]
This matches option (B).
\[
\boxed{e^{x^2} + e^{-y} = C}
\]