On the properties of Laplace transform originating from one-sided Lévy stable laws

We consider the conventional Laplace transform of f(x), denoted by with . For we furnish the closed form expressions for the inverse Laplace transforms and . In both cases they involve definite integration with kernels which are appropriately rescaled one-sided Lévy stable probability distribution f...

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Bibliographic Details
Published inJournal of physics. A, Mathematical and theoretical Vol. 49; no. 6; pp. 65201 - 65210
Main Authors Penson, K A, Górska, K
Format Journal Article
LanguageEnglish
Published IOP Publishing 12.02.2016
Subjects
Condensed Matter
Laplace transform
one-sided Lévy stable distribution
Physics
special functions
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