A class of laplace transforms arising in a diffusion problem

DOI10.1002/CPA.3160470106MaRDI QIDQ4291714zbMATH OpenOpenAlexFDO

Authors Simeon M. Berman

Publication date 2 June 1994

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cpa.3160470106

zbMATH Keywords

Brownian motionconvolution operationdistribution of a sojourn time for a diffusionLaplace transformLaplace- Stieltjes transformsojourn time density

Mathematics Subject Classification ID

Laplace transform (44A10) Brownian motion (60J65)

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(5)

• Laplace transforms related to excursions of a one-dimensional diffusion
• Sojourn time in an union of intervals for diffusions
• scientific article; zbMATH DE number 4201318 (Why is no real title available?)
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• ON THE CONVOLUTION OF INVERSE GAUSSIAN AND EXPONENTIAL RANDOM VARIABLES

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