Representation of a multiple integral of special form by a series

被引:0
|
作者
Miroshin, R. N. [1 ]
机构
[1] St Petersburg State Univ, St Petersburg, Russia
关键词
multiple integral; linear integral equation; iterated kernel; Markov process; Kolmogorov-Chapman equation; orthogonal function; MARKOV-PROCESSES;
D O I
10.1134/S0001434613010124
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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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页码:137 / 142
页数:6
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