Results 161 to 170 of about 14,644 (190)

A proposal for two-sided Laplace transforms and its application to electronic circuits

open access: closedApplied Mathematics and Computation, 1999
It is unfortunate that the authors seem unaware of the book by \textit{B. van der Pol} and \textit{H. Bremmer} [Operational calculus based on the two-sided Laplace integral (1950; Zbl 0040.20403)] since it contains extensive theory, numerous applications (especially to electric circuit theory), and a lengthy table of transforms.
I. Matsuzuka   +2 more
exaly   +4 more sources

Pricing vulnerable European options under a two-sided jump model via Laplace transforms

open access: closedSCIENTIA 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 ...
Huawei Niu, Dingcheng Wang
  +4 more sources

Two-sided Inequalities for Laplace Transforms

open access: closedTheory of Probability & Its Applications, 1999
The author utilizes that Laplace transforms have strong relation to the probability that some integer-valued nonnegative random variable equals zero. Since, for the latter, well developed estimators such as Bonferroni-type inequalities and their quadratic extensions are available, estimators can be deduced for Laplace transforms as well.
A. M. Zubkov
openalex   +2 more sources

Two-sided Laplace transform over Cayley-Dickson algebras and its applications

open access: closedJournal of Mathematical Sciences, 2008
The one- and the two-sided Laplace transforms are generalized to functions \(\mathbb R\to{\mathcal A}_r\), where \({\mathcal A}_r\) is the Cayley-Dickson algebra (which for \(r=2\) is the quaternion division ring). The usual properties of these transforms and the corresponding inverse transforms are transferred to this case.
S. V. Lüdkovsky
openalex   +3 more sources

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