most citedThe Laplace transform of the lognormal distribution

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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-…