I have the following double integral:
$\int\limits\_0^x {\int\limits\_0^y {{e^{ - {K\_1}(u + v)}}{I\_0}\left( {2{K\_1}\sqrt {uv} } \right)dudv} }$
where $K\_1$ is a constant. Do you have any ideas of getting a closed form for this integral? Thank you very much.



Closed form for double integral?
I found the solution from a reference paper, which is: A Double Integral Containing the Modified Bessel Function: Asymptotics and Computation.


<http://www.ams.org/journals/mcom/1986-47-176/S0025-5718-1986-0856712-X/S0025-5718-1986-0856712-X.pdf>


