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A class of laplace transforms arising in a diffusion problem

✍ Scribed by S. M. Berman

Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
270 KB
Volume
47
Category
Article
ISSN
0010-3640

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✦ Synopsis

It is shown that the function [a + (1 + 2 ~) ' / ~] -' , s 2 0, with fixed a > -1, is the Laplace transform of an explicitly given non-negative function &;a), x > 0. This class of functions has easily computable convolutions. This property is used to identify the distribution of a sojourn time integral for the diffusion defined as Brownian motion on the real line with constant drift to the origin.

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