| Title | STOCHASTIC LAPLACE TRANSFORM WITH APPLICATIONS |
| Publication Type | Journal Article |
| Year of Publication | 2007 |
| Authors | KIRBY, ROGERD, LADDE, AG, LADDE, GS |
| Secondary Title | Communications in Applied Analysis |
| Volume | 14 |
| Issue | 3 |
| Start Page | 373 |
| Pagination | 392 |
| Date Published | 08/2010 |
| Type of Work | scientific: mathematics |
| ISSN | 1083–2564 |
| Abstract | In this work, by reviewing the integration by parts method, we present the development of a theory of Laplace transforms in the context of the Ito–Doob type of stochastic calculus. The resulting table of transforms has been initiated.
|
| URL | http://www.acadsol.eu/en/articles/14/3/8.pdf |
| Short Title | LAPLACE TRANSFORM |
| Refereed Designation | Refereed |
| Full Text | REFERENCES1. S. Chandrasekhar, Stochastic problems in physics and astrology, Reviews of Modern Physics 15 (1943), 1–89.
2. C. Henry Edwards and David E. Penney, Differential equations: Computing and modeling, second ed., Prentice-Hall, Inc., Upper-Saddle River, NJ, 2000. 3. Roger D. Kirby, Qualitative behavior of dynamical vector fields, Ph.D. thesis, The University of Texas at Arlington, Arlington, TX, 2007. 4. A. G. Ladde and G. S. Ladde, An Introduction to Differential Equations I: Deterministic Modeling, Methods and Analysis, in preparation, 2009. 5______, An Introduction to Differential Equations II: Stochastic Modeling, Methods and Analysis, in preparation, 2009. 6. P. Langevin, Comptes. rendues, vol. 146, 1908. 7. Edward Nelson, Dynamical theories of Brownian motion, Princeton University Press, Princeton, N.J., 1967. 8. G. E. Uhlenbeck and L. S. Ornstein, On the theory of the Brownian motion, Physical Rev. 30 (1930), 823–841. 9. Ming Chen Wang and G. E. Uhlenbeck, On the theory of the Brownian motion. II, Rev. Modern Phys. 17 (1945), 323–342. |