منابع مشابه
Some Applications of Laplace Transforms in Analytic Number Theory
Integral transforms play an important rôle in Analytic number theory, the part of Number theory where problems of a number-theoretic nature are solved by the use of various methods from Analysis. The most common integral transforms that are used are: Mellin transforms (Robert Hjalmar Mellin, 18541933), Laplace transforms (Pierre-Simon, marquis de Laplace, 1749-1827) and Fourier transforms (Jose...
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It is often possible to e ectively calculate cumulative distribution functions and other quantities of interest by numerically inverting Laplace transforms. However, to do so it is necessary to compute the Laplace transform values. Unfortunately, convenient explicit expressions for required transforms are often unavailable. In that event, we show that it is sometimes possible to nd continued-fr...
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Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of Brownian motion. In virtue of their analytical tractability, these processes are extensively used in modelling applications. In this paper, we construct broad exten...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2008
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2007.08.031