2 papers
math.NA2020
On the rate of convergence of the Gaver-Stehfest algorithm
Alexey Kuznetsov, Justin Miles
The Gaver-Stehfest algorithm is widely used for numerical inversion of Laplace transform. In this paper we provide the first rigorous study of the rate of convergence of the Gaver-…
math.PR2018
The Laplace transform of the lognormal distribution
Justin Miles
We study the analytical properties of the Laplace transform of the lognormal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the lo…