Laplace transform inversion on the real line is truly ill-conditioned (original) (raw)
Aldo Tagliani2013, Applied Mathematics and Computation
Related papers
Inverse Laplace Transform for Heavy-Tailed Distributions
Applied Mathematics and Computation, 2004
Numerical Inversion of the Laplace Transform via Fractional Moments
Applied mathematics and computation, 2003
Inverse two-sided Laplace transform for probability density functions
Journal of Computational and Applied Mathematics, 1998
On the inversion of the Laplace transform (In Memory of Dimitris Gatzouras)
Cornell University - arXiv, 2022
2011
An analytical inversion of a Laplace transform related to annuities certain
Insurance: Mathematics and Economics, 1994
On the Laplace transform of the Fréchet distribution
Journal of Mathematical Physics, 2014
Numerical accuracy of real inversion formulas for the Laplace transform
Journal of Computational and Applied Mathematics, 2010
Recovery of ruin probability and Value at Risk from the scaled Laplace transform inversion
Journal of Computational and Applied Mathematics, 2018
Journal of Theoretical Probability, 2012
Loading Preview
Sorry, preview is currently unavailable. You can download the paper by clicking the button above.
Related papers
Real inversion and jump formulae for the Laplace transform. Part I
Israel Journal of Mathematics, 1963
Inversion of the Laplace transform from the real axis
2000
Coin tossing and Laplace inversion
Proc Indian Acad Sci Math Sci, 2000
On the properties of Laplace transform originating from one-sided Lévy stable laws
Journal of Physics A: Mathematical and Theoretical, 2016
A Hausdorff-like moment problem and the inversion of the Laplace transform
Mathematische Nachrichten, 2006
On the numerical inversion of Laplace transforms
ACM Transactions on Mathematical Software, 1993
Skewed Reflected Distributions Generated by the Laplace Kernel
Austrian Journal of Statistics, 2016
Journal of Statistical Distributions and Applications, 2015
On the Generalized Laplace Transform
Symmetry, 2021
Some new convolution properties and inversion formulas of Laplace transforms
Integral Transforms and Special Functions, 2014
A note on recovering the distributions from exponential moments
Applied Mathematics and Computation, 2013
A discrete analogue of the Laplace distribution
Seidu Inusah, Tomasz Kozubowski
Approximation of the ruin probability using the scaled Laplace transform inversion
Applied Mathematics and Computation, 2015
Esscher-transformed Laplace distribution revisited
Brazilian Journal of Probability and Statistics, 2016
数理解析研究所講究録, 1998
An alternative Laplace distribution
Journal of Statistical Research, 2020
A New Modification of the Classical Laplace Distribution
Recursive pseudo-inversion of the Laplace transform on the real line
Applied Mathematics and Computation, 1997
Numerical Inversion of the Laplace Transform from the Real Axis
Journal of Mathematical Analysis and Applications, 2000
On an approximate method of laplace inversion
USSR Computational Mathematics and Mathematical Physics, 1972
The Laplace Transform - Theory and Applications
The Asymptotic Inversion of Certain Cumulative Distribution Functions
Mathematics in Industry, 2010
A bibliography on numerical inversion of the Laplace transform and applications
Journal of Computational and Applied Mathematics, 1975
Probabilistic Scaling for the Numerical Inversion of Nonprobability Transforms
INFORMS Journal on Computing, 1997
Related topics
Applied MathematicsLaplace TransformNumerical Analysis and Computati...Probability Density FunctionInverse Laplace transform
- About
- Press
- Blog
- Papers
- Topics
- We're Hiring!
- Help Center
- Find new research papers in:
- Physics
- Chemistry
- Biology
- Health Sciences
- Ecology
- Earth Sciences
- Cognitive Science
- Mathematics
- Computer Science
- Terms
- Privacy
- Copyright
- Academia ©2024