Ranges of joint Laplace-Fourier transforms

Pricing Asian options via Fourier and Laplace transforms

The h-Laplace and q-Laplace transforms

Article history: Received 12 May 2009 Available online 6 October 2009 Submitted by B.S. Thomson

Laplace Transforms of Probability Density

In order to numerically invert Laplace transforms to calculate probability distributions in queueing and related models, we need to be able to calculate the Laplace transform values. In many cases the desired Laplace transform values (e.g., of a waiting-time distribution) can be computed when the Laplace transform values of component probability density functions (pdf's) (e.g., of a service-tim...

Laplace Transforms via Hadamard Factorization

Abstract. In this paper we consider the Laplace transforms of some random series, in particular, the random series derived as the squared L2 norm of a Gaussian stochastic process. Except for some special cases, closed form expressions for Laplace transforms are, in general, rarely obtained. It is the purpose of this paper to show that for many Gaussian random processes the Laplace transform can...

A note on the comparison between Laplace and Sumudu transforms