Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function

DOI10.1080/10652469.2019.1699922MaRDI QIDQ5220680zbMATH OpenOpenAlexFDO

Authors Dirk Veestraeten

Publication date 27 March 2020

Published in Integral Transforms and Special Functions (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10652469.2019.1699922

zbMATH Keywords

confluent hypergeometric functionFeller processgeneralized hypergeometric functioninverse Laplace transformLaplace transformMarcum \(Q\)-functionNuttall \(Q\)-functiontransition density

Mathematics Subject Classification ID

Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Generalized hypergeometric series, ({}_pF_q) (33C20) Other functions defined by series and integrals (33E20) Laplace transform (44A10) Integral transforms of special functions (44A20) Diffusion processes (60J60)

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Cites work

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• On some properties of the Marcum Q function
• On some properties of the Nuttall function \(\mathcal Q_{\mu,\nu}(a, b)\)
• On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function
• Stochastic integrate and fire models: a review on mathematical methods and their applications
• Two singular diffusion problems

Cited in

(4)

• On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function
• Squared radial Ornstein-Uhlenbeck processes and inverse Laplace transforms of products of confluent hypergeometric functions
• Integral and series representations of the Nuttall function
• On finite and infinite sums of the modified Bessel function of the first kind

Describes a project that uses

Uses Software

• Algorithm 939

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