Question: "Too many level of recursion" Error

Hi everyone,

 

Working on my project, I have this error "Error, (in VectorCalculus:--) too many levels of recursion".

The project is about filetring a stochastic process.

 

When I want to calculate one of the integrals, I have that error.

Here is the code:

 

Rxi:=sqrt(d)*IdentityMatrix(4):
xi:=WienerProcess(Rxi);
Reta:=sqrt(d)*IdentityMatrix(2):
eta:=Array([WienerProcess(Reta),WienerProcess(Reta),WienerProcess(Reta),WienerProcess(Reta)]);

  zeta:=k->Vector[column]([[xi(k+d)[1]-xi(k)[1]],[xi(k+d)[2]-xi(k)[2]],[xi(k+d)[3]-xi(k)[3]],[xi(k+d)[4]-xi(k)[4]],[eta[1](k+d)[1]-eta[1](k)[1]],[eta[1](k+d)[2]-eta[1](k)[2]],[eta[2](k+d)[1]-eta[2](k)[1]],[eta[2](k+d)[2]-eta[2](k)[2]],[eta[3](k+d)[1]-eta[3](k)[1]],[eta[3](k+d)[2]-eta[3](k)[2]],[eta[4](k+d)[1]-eta[4](k)[1]],[eta[4](k+d)[2]-eta[4](k)[2]]]):

U:=proc(k)
> if k=0 then
> Vector[column]([[X(0)[1]],[X(0)[2]],[X(0)[3]],[X(0)[4]],[H(1,1,0)],[H(2,1,0)],[H(1,2,0)],[H(2,2,0)],[H(1,3,0)],[H(2,3,0)],[H(1,4,0)],[H(2,4,0)]]);
> else
> U(k-d)+d*D1(k-d).U(k-d)+sqrt(2*nu)*zeta(k);
> fi;
> end proc:
W:=Vector[column](12,symbol=w):
p1:=k->(1/((2*Pi)^12*abs(Determinant(sigma1(k)))))*exp(-0.5*(U(k)-mu1(k))*MatrixInverse(sigma1(k)).(U(k)-mu1(k))):
p3:=int(subs(seq(U(k-d)[i]=W[i],i=1..12),p1(k)*p0(k-1)),seq(W[i]=-infinity..infinity,i=1..12)):
 
U works fine and p0 is not defined yet (may be that is the problem, but I want to be sure of it) but the error is when I execute p3.
 
Thanks for your help and please ask me for further details if needed.
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