Inverse Laplace transform for heavy-tailed distributions.

DOI10.1016/S0096-3003(03)00235-2MaRDI QIDQ1427643zbMATH OpenFDO

Authors Aldo Tagliani, Yurayh Velásquez

Publication date 14 March 2004

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

convergencemaximum entropyfractional calculusHankel matrixfractional momentsLaplace transform inversiongeneralized Hausdorff moment problem

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Laplace transform (44A10) Integral transforms of special functions (44A20) Moment problems (44A60)

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Cites work

• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• scientific article; zbMATH DE number 148970 (Why is no real title available?)
• scientific article; zbMATH DE number 3479897 (Why is no real title available?)
• scientific article; zbMATH DE number 4184623 (Why is no real title available?)
• Numerical inversion of the Laplace transform via fractional moments

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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