A class of laplace transforms arising in a diffusion problem
作者:
S. M. Berman,
期刊:
Communications on Pure and Applied Mathematics
(WILEY Available online 1994)
卷期:
Volume 47,
issue 1
页码: 93-101
ISSN:0010-3640
年代: 1994
DOI:10.1002/cpa.3160470106
出版商: Wiley Subscription Services, Inc., A Wiley Company
数据来源: WILEY
摘要:
AbstractIt is shown that the function [α + (1 + 2s)1/2]−1,s≥ 0, with fixed α ≥ −1, is the Laplace transform of an explicitly given non‐negative functiong(x;α), × ≥ 0. This class of functions has easily computable convolutions. This property is used to identify the distribution of a sojourn time integral for the diffusion defined as Brownian motion on the real line with constant drift to the origin. © 1994 John
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