Related papers: On the Laplace transform

The traditional theory of Laplace transformation in its currently prevalent form is unsatisfactory. Its deficiencies can be traced back to a mismatch of the definition intervals of the original function and of the inverse L-transform. A new…

The ratio of Laplace transforms of powers of a function arises in the context of auction theory. The question whether a function is uniquely identified by this ratio has been answered affirmatively, if the function is non-negative,…

Various new sufficient conditions for representation of a function of several variables as an absolutely convergent Fourier integral are obtained in the paper. The results are given in terms of $L^p$ integrability of the function and its…

This article is devoted to derivation of the Laplace transforms of the derivatives with respect to parameters of certain special functions, namely, the Mittag-Leffler type, Wright and Le Roy type functions. These formulas show…

In this note we propose a generalization of the Laplace and Fourier transforms which we call symmetric Laplace transform. It combines both the advantages of the Fourier and Laplace transforms. We give the definition of this generalization,…

Let $f$ and $g$ be both continuous functions on $\left( 0,\infty \right) $ with $g\left( t\right) >0$ for $t\in \left( 0,\infty \right) $ and let $ F\left( x\right) =\mathcal{L}\left( f\right) $, $G\left( x\right) =\mathcal{L }\left(…

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

We study the following question: if $f$ is a nonzero measurable function on $[0,\infty)$ and $m$ and $n$ distinct nonnegative integers, does the ratio $\widehat{f^n}/\widehat{f^m}$ of the Laplace transforms of the powers $f^n$ and $f^m$ of…

This paper gives necessary conditions and slightly stronger sufficient conditions for a holomorphic function to be the Segal-Bargmann transform of a function in L^p(R^d) with respect to a Gaussian measure. The proof relies on a family of…

Consistent initialization of the Laplace transform has been a fundamental and long-standing issue. The consistency of the L- approach has been questioned, yet it is a popular approach since the L+ approach requires a priori computation of…

Given a nonincreasing null sequence $T = (T_j)_{j \ge 1}$ of nonnegative random variables satisfying some classical integrability assumptions and $\mathbb{E}(\sum_{j}T_{j}^{\alpha})=1$ for some $\alpha>0$, we characterize the solutions of…

In this paper, a generalised integral called the Laplace integral is defined on unbounded intervals, and some of its properties, including necessary and sufficient condition for differentiating under the integral sign, are discussed. It is…

It is shown that two conditions $f(a + \cdot) - f(\cdot) \in L^p(R)$, and $(\sin b \cdot) f(\cdot) \in L^p(R)$ guarantee $f \in L^p(R)$, $1 \leq p < \infty$, if and only if $ab$ is not in $(\pi Z)$.

The switch process alternates independently between 1 and -1, with the first switch to 1 occurring at the origin. The expected value function of this process is defined uniquely by the distribution of switching times. The relation between…

We formulate explicitly the necessary and sufficient conditions for the local invertibility of a field transformation involving derivative terms. Our approach is to apply the method of characteristics of differential equations, by treating…

The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

We use the Laplace transform and the Gamma function to introduce a new integral transform and name it the Laplace-type transform possessing the property of mapping a function to a functional sequence, which cannot be achieved by the Laplace…

For each $f\!:\!\mathbb{R}\to\mathbb{C}$ that is Henstock--Kurzweil integrable on the real line, or is a distribution in the completion of the space of Henstock--Kurzweil integrable functions in the Alexiewicz norm, it is shown that the…

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…