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The explicit Laplace transform for the Wishart process
Affine processes Wishart process ODE Laplace Transform
2011/10/8
Abstract: We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the al...
Fractional Derivatives and Integrals on Time Scales via the Inverse Generalized Laplace Transform
fractional derivatives and integrals time scales Laplace transform
2011/1/19
We introduce a fractional calculus on time scales using the theory of delta (or nabla)dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary ...
Multipliers of Laplace Transform Type for Laguerre and Hermite Expansions
Laguerre expansions Hermite expansions harmonic oscillator
2010/12/6
We present a new criterion for the boundedness in weighted Lp spaces of multiplier operators for Laguerre and Hermite expansions that arise from a Laplace-Stieltjes transform. As a special case, we re...