نتایج جستجو برای: inverse laplace transform

تعداد نتایج: 208090  

In this work, we conduct a comparative study among the combine Laplace transform and modied Adomian decomposition method (LMADM) and two traditional methods for an analytic and approximate treatment of special type of nonlinear Volterra integro-differential equations of the second kind. The nonlinear part of integro-differential is approximated by Adomian polynomials, and the equation is reduce...

2001
Peter Carr

The Laplace transform approach of [GY] is a celebrated advance in valuing Asian options. Its insights are fundamental from both a mathematical and a nancial perspective. In this paper, we discuss two observations regarding the nancial relevance of its results. First, we show that the [GY] Laplace transform is not that of an Asian option price, as reported in [GY] and other papers. We nonetheles...

1997
Antoon Pelsser

Double barrier options have become popular instruments in derivative markets. Several papers have already analysed double knock-out call and put options using di erent methods. In a recent paper, Geman and Yor (1996) derive expressions for the Laplace transform of the double barrrier option price. However, they have to resort to numerical inversion of the Laplace transform to obtain option pric...

1998
Joseph Abate Ward Whitt

It is often possible to e ectively calculate cumulative distribution functions and other quantities of interest by numerically inverting Laplace transforms. However, to do so it is necessary to compute the Laplace transform values. Unfortunately, convenient explicit expressions for required transforms are often unavailable. In that event, we show that it is sometimes possible to nd continued-fr...

Journal: :Axioms 2015
Rudolf Gorenflo Francesco Mainardi

We consider the renewal counting number process N = N(t) as a forward march over the non-negative integers with independent identically distributed waiting times. We embed the values of the counting numbers N in a “pseudo-spatial” non-negative half-line x ≥ 0 and observe that for physical time likewise we have t ≥ 0. Thus we apply the Laplace transform with respect to both variables x and t. Ap...

Journal: :Cmes-computer Modeling in Engineering & Sciences 2023

In this paper, we establish the new forms of Riemann-type fractional integral and derivative operators. The novel operator is proved to be bounded in Lebesgue space some classical differential operators are obtained as special cases. properties like semi-group, inverse certain others discussed its weighted Laplace transform evaluated. Fractional integro-differential free-electron laser (FEL) ki...

2012
Jont B. Allen

Abstract I seems to be widely believed that the Fourier and Laplace transforms are simply related to each other. Nothing could be further from the truth. The Fourier transform is the basis for the Hilbert vector-space expansion of signals. The Laplace transform is the basis of system functions, that are causal. The Fourier transform does not naturally include the step function, which must be sh...

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