Inverse Laplace transform for heavy-tailed distributions.
DOI10.1016/S0096-3003(03)00235-2zbMATH Open1043.44003MaRDI QIDQ1427643FDOQ1427643
Authors: Aldo Tagliani, Yurayh Velásquez 
Publication date: 14 March 2004
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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convergencemaximum entropyfractional calculusHankel matrixfractional momentsLaplace transform inversiongeneralized Hausdorff moment problem
Fractional derivatives and integrals (26A33) Laplace transform (44A10) Integral transforms of special functions (44A20) Moment problems (44A60)
Cites Work
Cited In (7)
- Laplace transform inversion on the real line is truly ill-conditioned
- Numerical inversion of Laplace transform on the real line of probability density functions
- Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
- Multiple subordinated modeling of asset returns: implications for option pricing
- Maxentropic solution of fractional moment problems
- On the Laplace transform of the Fréchet distribution
- Fractional absolute moments of heavy tailed distributions
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