<--- Back to Details
First PageDocument Content
Laplace transform / Laplace–Stieltjes transform / Cumulative distribution function / Convolution / Weierstrass transform / Fourier transform / Mathematical analysis / Integral transforms / Fourier analysis
Date: 2005-12-20 15:44:04
Laplace transform
Laplace–Stieltjes transform
Cumulative distribution function
Convolution
Weierstrass transform
Fourier transform
Mathematical analysis
Integral transforms
Fourier analysis

Operations Research Letters[removed]281 North-Holland

Add to Reading List

Source URL: www.columbia.edu

Download Document from Source Website

File Size: 467,64 KB

Share Document on Facebook

Similar Documents

Markov models / Probability and statistics / Markov chain / Laplace transform / Phase-type distribution / Uniformization / Semi-Markov process / Stochastic matrix / Laplace–Stieltjes transform / Statistics / Mathematical analysis / Markov processes

Distributed Computation of Transient State Distributions and Passage Time Quantiles in Large Semi-Markov Models Jeremy T. Bradley, Nicholas J. Dingle, Peter G. Harrison, William J. Knottenbelt Department of Computing, Im

DocID: 19v4l - View Document

Probability theory / Algebra of random variables / Integral transforms / Normal distribution / Central limit theorem / Multivariate normal distribution / Laplace–Stieltjes transform / Covariance / Variance / Statistics / Mathematical analysis / Probability and statistics

Estimation of Multivariate Cumulative Processes

DocID: 17SAM - View Document

Differential equations / Integral transforms / Ordinary differential equations / Differential calculus / Laplace transform / Transforms / Pierre-Simon Laplace / Laplace–Stieltjes transform / Inseparable differential equation / Mathematical analysis / Calculus / Mathematics

1 CHAPTER 14 LAPLACE TRANSFORMS 14.1 Introduction If y(x) is a function of x, where x lies in the range 0 to ∞, then the function y ( p), defined by y ( p) =

DocID: 11XNp - View Document

Fourier analysis / Equations / Laplace transform / Transforms / Black–Scholes / Partial differential equation / Mellin transform / Laplace–Stieltjes transform / Bose gas / Mathematical analysis / Integral transforms / Differential equations

INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN G. ALOBAIDI, R. MALLIER and M. C. HASLAM Abstract. We use Mellin and Laplace transforms to study the price of American options, and show that both tra

DocID: S5qn - View Document

Continued fractions / Integral transforms / Transforms / Factorial / Number theory / Recurrence relation / Laplace transform / Differential equation / Stieltjes transformation / Mathematical analysis / Mathematics / Combinatorics

Exact solutions of discrete master equations in terms of continued fractions

DocID: QYK8 - View Document