On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function

DOI10.1080/10652469.2015.1063628zbMath1331.33005arXiv1505.05603OpenAlexW2098378565MaRDI QIDQ3448965

Dirk Veestraeten

Publication date: 3 November 2015

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05603

zbMATH Keywords

gamma functionOrnstein-Uhlenbeck processinverse Laplace transformtransition densityparabolic cylinder functiontransition distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Laplace transform (44A10) Integral transforms of special functions (44A20) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items

Lebedev identities and integral representations of products of Hermite functions, An integral representation for the product of parabolic cylinder functions, Some integral representations and limits for (products of) the parabolic cylinder function, Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function

Cites Work

• Unnamed Item
• Unnamed Item
• The Brownian movement and stochastic equations
• An equilibrium characterization of the term structure
• Torsional oscillations of longitudinally inhomogeneous coronal loops
• Dynamical Friction. I. General Considerations: the Coefficient of Dynamical Friction.