Results 21 to 30 of about 147,034 (265)

Dual representations of Laplace transforms of Brownian excursion and generalized meanders

, 2018
The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\sigma$-finite measure and with the roles of ...
Bryc, Włodzimierz, Wang, Yizao
core   +1 more source

Tail bounds for all eigenvalues of a sum of random matrices [PDF]

, 2011
This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper and lower ...
Gittens, Alex, Tropp, Joel A.
core   +3 more sources

Laplace Transform Method for Pricing American CEV Strangles Option with Two Free Boundaries

Discrete Dynamics in Nature and Society, 2018
Laplace transform method (LTM) has a lot of applications in the evaluation of European-style options and exotic options without early exercise features.
Zhiqiang Zhou, Hongying Wu
doaj   +1 more source

The New G-Double-Laplace Transforms and One-Dimensional Coupled Sine-Gordon Equations

Axioms
This paper establishes a novel technique, which is called the G-double-Laplace transform. This technique is an extension of the generalized Laplace transform.
Hassan Eltayeb, Said Mesloub
doaj   +1 more source

Some Properties and Applications of a New General Triple Integral Transform “Gamar Transform’’

Complexity, 2023
The goal of this study is to suggest a new general triple integral transform known as Gamar transform. Next, we compare the current transform to a number of existing triple integral transforms such as those by Laplace, Sumudu, Elzaki, Aboodh, and Laplace–
Abdelilah Kamal H. Sedeeg
doaj   +1 more source

Generalized Post-Widder inversion formula with application to statistics [PDF]

, 2015
In this work we derive an inversion formula for the Laplace transform of a density observed on a curve in the complex domain, which generalizes the well known Post-Widder formula.
Belomestny, Denis, Mai, Hilmar, Schoenmakers, John   +2 more
core   +3 more sources

Conformable Double Laplace–Sumudu Transform Decomposition Method for Fractional Partial Differential Equations

Complexity, 2022
In this work, we proposed a new method called conformable fractional double Laplace–Sumudu transform decomposition method (CFDLSTDM) to solve fractional partial differential equations (FPDEs).This method is a combination of the Laplace–Sumudu transform ...
Jia Honggang, Zhao Yanmin
doaj   +1 more source

On the Leibniz rule and Laplace transform for fractional derivatives

, 2019
Taylor series is a useful mathematical tool when describing and constructing a function. With the series representation, some properties of fractional calculus can be revealed clearly.
Liu, Da-Yan, Tse, Peter W., Wang, Yong, Wei, Yiheng   +3 more
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ANALYTIC SOLUTION TO BENJAMIN-BONA-MAHONY EQUATION BY USING LAPLACE ADOMIAN DECOMPOSITION METHOD [PDF]

Matrix Science Mathematic, 2019
In this paper, we want to find the analytic solution of Benjamin-Bona-Mahony (BBM) equation by using Laplace Adomian Decomposition Method. Laplace Adomian Decomposition Method is an excellent mathematical tool for solving linear and nonlinear ...
Muhammmad Ikram, Abbas Muhammad, Atiq Ur Rahmn   +2 more
doaj   +1 more source

On q-double modified Laplace transform [PDF]

Mathematics and Computational Sciences
The Laplace transform is widely used in science and technology to deal with complex problemsin stability and control systems. The modified Laplace transform has been applied in physics andmathematics to solve boundary layer equations in ordinary ...
Srikumar Panda, Praveen Agarwal, Arvind Kumar Sinha   +2 more
doaj   +1 more source