Representation of a Multiple Integral of Special Form by a Series
Matematičeskie zametki, Tome 93 (2013) no. 1, pp. 96-103

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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.
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     author = {R. N. Miroshin},
     title = {Representation of a {Multiple} {Integral} of {Special} {Form} by a {Series}},
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R. N. Miroshin. Representation of a Multiple Integral of Special Form by a Series. Matematičeskie zametki, Tome 93 (2013) no. 1, pp. 96-103. http://geodesic.mathdoc.fr/item/MZM_2013_93_1_a8/