Direct regularization of the inversion of real-valued Laplace transforms

DOI10.1088/0266-5611/19/3/307zbMath1024.65125OpenAlexW1979336158MaRDI QIDQ4407144

V. V. Kryzhniy

Publication date: 6 November 2003

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/19/3/307

zbMATH Keywords

convergencenumerical resultsregularizationerror analysisLaplace transformationinverse Laplace operator

Mathematics Subject Classification ID

Laplace transform (44A10) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

Related Items (10)

High-resolution exponential analysis via regularized numerical inversion of Laplace transforms ⋮ Approximate and analytical inversion formulas in heat conduction on multidimensional spaces ⋮ On regularization method for numerical inversion of Laplace transforms ⋮ ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION ⋮ Remarks on numerical algorithms for computing the inverse Laplace transform ⋮ Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions ⋮ Approximate real inversion formulas of the gaussian convolution ⋮ Generalized Post-Widder inversion formula with application to statistics ⋮ Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data ⋮ Analytical and numerical inversion formulas in the Gaussian convolution by using the Paley–Wiener spaces

Uses Software

• UNCMND
• pchip

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