Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function

DOI10.1080/10652469.2019.1699922zbMath1453.44002OpenAlexW2994733741MaRDI QIDQ5220680

Dirk Veestraeten

Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/10652469.2019.1699922

zbMATH Keywords

Laplace transforminverse Laplace transformgeneralized hypergeometric functiontransition densityconfluent hypergeometric functionFeller processMarcum \(Q\)-functionNuttall \(Q\)-function

Mathematics Subject Classification ID

Diffusion processes (60J60) Laplace transform (44A10) Integral transforms of special functions (44A20) Other functions defined by series and integrals (33E20) Generalized hypergeometric series, ({}_pF_q) (33C20) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Uses Software

• Algorithm 939

Cites Work

• Two singular diffusion problems
• A Theory of the Term Structure of Interest Rates
• On some properties of the Nuttall functionQ_{μ, ν}(a, b)
• On some properties of the MarcumQfunction
• On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function
• Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications
• Algorithm 939
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