A class of laplace transforms arising in a diffusion problem

DOI10.1002/CPA.3160470106zbMath0791.60069OpenAlexW2056733687MaRDI QIDQ4291714

Simeon M. Berman

Publication date: 2 June 1994

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160470106

zbMATH Keywords

Laplace transformBrownian motionconvolution operationLaplace- Stieltjes transformdistribution of a sojourn time for a diffusionsojourn time density

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace transform (44A10)

Cites Work

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