Browsing Artículos y borradores de administración – Working papers by Subject "Laplace transforms"
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Numerical determination of hitting time distributions from their Laplace transforms : simple cases
(Elsevier BV, 2014-09-15)An important problem in probabilistic modeling consists of the determination of the distribution function of a positive random variable, in particular a hitting time, from its Laplace transform. In this note we use two ...