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Representation of a Multiple Integral of Special Form by a Series
R. N. Miroshin Saint-Petersburg State University
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.
Keywords:
multiple integral, linear integral equation, iterated kernel, Markov process, Kolmogorov–Chapman equation, orthogonal function.
Received: 27.05.2010 Revised: 10.01.2012
Citation:
R. N. Miroshin, “Representation of a Multiple Integral of Special Form by a Series”, Mat. Zametki, 93:1 (2013), 96–103; Math. Notes, 93:1 (2013), 137–142
Linking options:
https://www.mathnet.ru/eng/mzm8895https://doi.org/10.4213/mzm8895 https://www.mathnet.ru/eng/mzm/v93/i1/p96
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