Date: May 19, 2013 5:46 AM
Subject: Repeated Integrals

I'm fairly new to Mathematica and I'm trying to create an expression for a set of nested integrals. The innermost integral is


Where g(y) is an arbitrary function and a is a parameter. The next integral is


Where b is a parameter and h(x,a) is the result of the previous integral.

The process then repeats N times. Is there a simple way to express this in Mathematica?