Numerical determination of hitting time distributions from their Laplace transforms: simple cases

DOI10.1016/J.PHYSA.2014.05.035MaRDI QIDQ1782972zbMATH OpenOpenAlexFDO

Authors Henryk Gzyl, Enrique ter Horst

Publication date 20 September 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2014.05.035

zbMATH Keywords

Laplace transformsfractional moment problems

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(2)

• Superresolution in the maximum entropy approach to invert Laplace transforms
• Numerical computation of hitting time distributions of increasing Lévy processes

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