Geodesic
On Multiple Integrals of Special Form
Matematičeskie zametki, Tome 82 (2007) no. 3, pp. 401-410
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Multiple integrals generalizing the iterated kernels of integral operators are expressed as single integrals in the case of a special representation of the kernel (this is our theorem). Besides integral equations, Markov processes involve these integrals as well. As a consequence of the theorem, we obtain transition probability densities of certain Markov processes. As an illustration, we consider nine examples.
Keywords: multiple integral, integral operator, iterated kernel, Markov process, Fourier integral transform, Hankel integral transform, Bessel function. 
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R. N. Miroshin. On Multiple Integrals of Special Form. Matematičeskie zametki, Tome 82 (2007) no. 3, pp. 401-410. http://geodesic.mathdoc.fr/item/MZM_2007_82_3_a8/

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