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I´m trying to transform the integral:

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I need to transform it to an integral that goes from 0 to 1 in order to apply the algorithm of Montecarlo I implemented. I´m comfortable applying the identities on single integrals, but I don´t really know how to apply the following identities to a double integral.

enter image description here

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I investigated on books and found this hint, but I still don´t understand how to use it on a double integral. Can anyone help me?

enter image description here

Simpom
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Pablo Estrada
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1 Answers1

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After several hours, I was able to get the transformation. Hope it helps :)enter image description here

Pablo Estrada
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