Iterated integral

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An iterated integral is a double integral that is evaluated in two steps: first integrate the integrand with respect to one variable while holding the other variable constant, and then integrate the result with respect to the other variable while holding the first constant.

In doing the first (inner) integral, the limits of integration can be expressed in terms of the second variable.

If there are more than two variables, then the above iteration can be repeated until integration has been performed over all the variables.

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