On the properties of Laplace transform originating from one-sided Lévy stable laws

K. A. Penson, K. Górska

We consider the conventional Laplace transform of $f(x)$, denoted by $\mathcal{L}[f(x);p]\equiv F(p)={\int }_0^{\infty }{e}^{-px}f(x)dx$ with $\mathfrak{Re}(p)>0$. For $0…