Numerical determination of hitting time distributions from their Laplace transforms: simple cases

DOI10.1016/j.physa.2014.05.035zbMath1395.60020OpenAlexW1992254807MaRDI QIDQ1782972

Enrique ter Horst, Henryk Gzyl

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.05.035

zbMATH Keywords

Laplace transformsfractional moment problems

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Characteristic functions; other transforms (60E10)

Related Items (1)

Superresolution in the maximum entropy approach to invert Laplace transforms

Cites Work

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