Displaying similar documents to “On calculating the Laplace transform of a special quadratic functional of the Ornstein-Uhlenbeck velocity process”

Laplace-Stieltjes transform of the system mean lifetime via geometric process model

Gökhan Gökdere, Mehmet Gürcan (2016)

Open Mathematics

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Operation principle of the engineering systems occupies an important role in the reliability theory. In most of the studies, the reliability function of the system is obtained analytically according to the structure of the system. Also in such studies the mean operating time of the system is calculated. However, the reliability function of some systems, such as repairable system, cannot be easily obtained analytically. In this case, forming Laplace-Stieltjes transform of the system can...

The Laplace transform on a Boehmian space

V. Karunakaran, C. Prasanna Devi (2010)

Annales Polonici Mathematici

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In the literature a Boehmian space containing all right-sided Laplace transformable distributions is defined and studied. Besides obtaining basic properties of this Laplace transform, an inversion formula is also obtained. In this paper we shall improve upon two theorems one of which relates to the continuity of this Laplace transform and the other is concerned with the inversion formula.

Laplace transform identities for diffusions, with applications to rebates and barrier options

Hardy Hulley, Eckhard Platen (2008)

Banach Center Publications

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We start with a general time-homogeneous scalar diffusion whose state space is an interval I ⊆ ℝ. If it is started at x ∈ I, then we consider the problem of imposing upper and/or lower boundary conditions at two points a,b ∈ I, where a < x < b. Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful expressions for the...

Some extensions of a certain integral transform to a quotient space of generalized functions

Shrideh K.Q. Al-Omari, Jafar F. Al-Omari (2015)

Open Mathematics

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In this paper, we establish certain spaces of generalized functions for a class of ɛs2,1 transforms. We give the definition and derive certain properties of the extended ɛs2,1 transform in a context of Boehmian spaces. The extended ɛs2,1 transform is therefore well defined, linear and consistent with the classical ɛs2,1 transforms. Certain results are also established in some detail.