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Date: 20-8-2018
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Date: 21-9-2018
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Date: 30-9-2019
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A repeated integral is an integral taken multiple times over a single variable (as distinguished from a multiple integral, which consists of a number of integrals taken with respect to different variables). The first fundamental theorem of calculus states that if is the integral of , then
(1) |
Now, if , then
(2) |
It follows by induction that if , then the -fold integral of is given by
(3) |
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(4) |
Similarly, if , then
(5) |
REFERENCES:
Samko, S. G.; Kilbas, A. A.; and Marichev, O. I. Fractional Integrals and Derivatives. Yverdon, Switzerland: Gordon and Breach, p. 33, 1993.
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