problems with series of multiple integrals

*To*: mathgroup at smc.vnet.net*Subject*: [mg18335] problems with series of multiple integrals*From*: "Dr. Thomas Burkhardt" <tburkha at bwl.tu-freiberg.de>*Date*: Sun, 27 Jun 1999 15:11:23 -0400*Organization*: Technische Universitaet Bergakademie Freiberg*Sender*: owner-wri-mathgroup at wolfram.com

Hallo there! If have a syntactical problem in the following context: I need to evaluate the Durbin algorithm for first passage time of Brownian motion for curved boundaries. The density function of the fpt is of the form f(t)=sum_{i=1}^\infty q_k(t), where each component q_k(t) requires the evaluation of the (k-1)-integral of a function of t_0, ..., t_{k-1}, with equal integral limits 0 to t. I would like to implement the function q_k(t) in the form q[k_, t_], so that the body of the routine q would contain Integrate[ a function of t_0, ..., t_{k-1}, {t_0, 0, t}, {t_1, 0,t}, ..., {t_{k-1}, t}] That is: The length of the argument list {t_0, 0, t}, {t_1, 0,t}, ..., {t_{k-1}, t} depends on the index k (!!!), which is passed to the program q[k,t], so that the argument list must be evaluated dynamically by the routine. Is there any way to do this, that is, a syntax that Mathematica 3.0 will understand? Any hints are appreciated. Thank you very much! -- ------------------------------------------------------------- Dr. Thomas Burkhardt e-mail: tburkha at bwl.tu-freiberg.de Tel.: +49-3731-39-2420 FAX: +49-3731-39-4053 Fakultaet Wirtschaftswissenschaften Technische Universitaet BA Freiberg Gustav-Zeuner-Str. 10 D-09596 Freiberg Germany