Laplace, Fourier, and stochastic diffusion

About summability of Fourier-Laplace series

Abstract In this paper we study the almost everywhere convergence of the expansions related to the self-adjoint extension of the Laplace operator. The sufficient conditions for summability is obtained. For the orders of Riesz means, which greater than critical index N−1 2 we established the estimation for maximal operator of the Riesz means. Note that when order α of Riesz means is less than cr...

Inverse problem in optical diffusion tomography. I. Fourier-Laplace inversion formulas.

We consider the inverse problem of reconstructing the absorption and diffusion coefficients of an inhomogeneous highly scattering medium probed by diffuse light. Inversion formulas based on the Fourier-Laplace transform are used to establish the existence and uniqueness of solutions to this problem in planar, cylindrical, and spherical geometries.

A Laplace Stochastic Frontier Model

We propose a Laplace stochastic frontier model as an alternative to the traditional model with normal errors. An interesting feature of the Laplace model is that the distribution of inefficiency conditional on the composed error is constant for positive values of the composed error, but varies for negative values. Therefore, it may be ideally suited for analyzing industries with many forms on o...

Pricing Asian options via Fourier and Laplace transforms

Fourier-laplace Transform of Flat Unitary Connections and Terp Structures

We show that if the Stokes matrix of a connection with a pole of order two and no ramification gives rise, when added to its adjoint, to a positive semi-definite Hermitian form, then the associated integrable twistor structure (or TERP structure, or non-commutative Hodge structure) is pure and polarized.