I am reading this book, Quantum Optics by Walls and Milburn. I am working on Chapter 6 which is about the Stochastic Methods. I don't understand a calculation in this chapter.
Let $w(t)$ be the total density operator and $V(t)$ is the Interaction Hamiltonian of the system. The equation of motion is, $$ \frac{dw(t)}{dt}=-\frac{i}{\hbar}\left[V(t),w(t)\right]. $$ Integrating this equation, we obtain $$ w(t)=w(0)-\frac{i}{\hbar}\int_{0}^{t}\mathrm{d}t_1\left[V(t_1),w(t_1)\right]. $$ Iterating this solution, we find $$ w(t)=w(0)+\sum_{n=1}^{\infty}\left(-\frac{i}{\hbar}\right)^n\int_{0}^{t}\mathrm{d}t_1\int_{0}^{t_1}\mathrm{d}t_2\dots\times\int_{0}^{t_{n-1}}\mathrm{d}t_n\left[V(t_1),\left[V(t_2),\dots\left[V(t_n),w(0)\right]\right]\right]. $$
Could you explain the last calculation please? I don't understand about that integral expansion. Also, if you could prove it to me whether this infinite series is actually converges or not.