Results 151 to 160 of about 14,058 (161)
Two-sided Inequalities for Laplace Transforms [PDF]
Theory of Probability & Its Applications, 1999 Two-sided inequalities for Laplace transforms of nonnegative random variables and random vectors with nonnegative elements are obtained in terms of moments (i.e., in terms of derivatives of Laplace transforms at 0). The proofs are based on the connections between Laplace transforms, generating functions, and probabilities of the unions of events ...
A. M. Zubkov
openaire +2 more sources
Pricing vulnerable European options under a two-sided jump model via Laplace transforms
SCIENTIA SINICA Mathematica, 2015 In this paper, we propose a model for pricing the vulnerable European options when the value of the firms asset of the counterparty follows a double exponential jump-diffusion process and correlates with the underlying asset value of the option. The two-sided jump process can model sudden down and up changes in the firms asset value, which provides ...
DingCheng Wang, HuaWei Niu
+5 more sources
The two-sided laplace transform for boehmians
Integral Transforms and Special Functions, 1994 An extension of the two-sided Laplace transform to a space of Boehmians is denned. The extension preserves operational properties of the transform and applies to generalized functions with unbounded support which are locally of infinite order. A large class of analytic functions which are transforms of Boehmians is described.
Mikusiński, Piotr +2 more
openaire +4 more sources
Automatica, 2010 In this paper, the two-sided Laplace transform, a classical but not very common mathematical tool, is revived to express the stable inversion for linear nonminimum phase systems that was recently proposed from the viewpoint of state-space representations.
Takuya Sogo
openaire +3 more sources
A proposal for two-sided Laplace transforms and its application to electronic circuits
Applied Mathematics and Computation, 1999 This paper proposes the expanded two-sided Laplace transform with time region of −∞ < t < ∞. This transform is defined by dividing into two parts, one is the positive time function and the other is the negative time function. As the application of this transform, electric circuits with source of positive and negative time functions with respect to time
K. Nagasawa +2 more
openaire +3 more sources
Numerical inversion of mellin and two-sided laplace transforms
Journal of Computational Physics, 1978 Menachem Dishon, George H. Weiss
openaire +3 more sources
Two-sided Laplace transform over Cayley-Dickson algebras and its applications
Journal of Mathematical Sciences, 2008 S. V. Lüdkovsky
openaire +3 more sources
On the Properties of the Two-Sided Laplace Transform and the Riemann Hypothesis
, 2018 Seong Won
openalex