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. 
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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