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Representation of a multiple integral of special form by a series

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Abstract

Multiple integrals generalizing the iterated kernels of linear integral equations are expressed by a series each of whose terms is proportional to the product of two orthogonal functions in the case of a similar representation of the kernel. Besides integral equations, these integrals have applications in the theory of Markov processes. The results obtained are illustrated by several examples.

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Correspondence to R. N. Miroshin.

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Original Russian Text © R. N. Miroshin, 2013, published in Matematicheskie Zametki, 2013, Vol. 93, No. 1, pp. 96–103.

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Miroshin, R.N. Representation of a multiple integral of special form by a series. Math Notes 93, 137–142 (2013). https://doi.org/10.1134/S0001434613010124

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