Si determina una formula di inversione di alcune trasformate di Laplace che intervengono nell’analisi formale di problemi al contorno relativi ad una classe di mezzi dissipativi. Le espressioni esplicite proposte definiscono funzioni analitiche a decrescenza rapida dotate di numerose proprietà di massimo, utili anche all’analisi di problemi unilaterali.
Mathematics Subject Classification: Primary 33E20, 44A10; Secondary 33C10, 33C20, 44A20By using integral representations for several Mathieu type series, a number of integral transforms of Hankel type are derived here for general families of Mathieu type series. These results generalize the corresponding ones on the Fourier transforms of Mathieu type series, obtained recently by Elezovic et al. [4], Tomovski [19] and Tomovski and Vu Kim Tuan [20].
Mathematics Subject Classification: 33D15, 44A10, 44A20The present paper deals with the evaluation of the q-Laplace transforms of a product of basic analogues of the Bessel functions. As applications, several useful special cases have been deduced.
We find a probabilistic representation of the Laplace transform of some special functional of geometric Brownian motion using squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of these processes, we obtain closed formulas for certain expectations of the relevant functional. Among other things we compute the Laplace transform of the exponent of the T transforms of Brownian motion with drift used by Donati-Martin, Matsumoto, and Yor in a variety of identities...
The Yosida approximation is treated as an inversion formula for the Laplace transform.
A family of formal solutions of some type of nonlinear partial differential equations is found. Terms of such solutions are Laplace transforms of some Laplace distributions. The series of these distributions are locally finite.