Inversion de Laplace effective
Inversion de Laplace effective
Let $F,G$ be arbitrary distribution functions on the real line and let $\widehat{F},\widehat{G}$ denote their respective bilateral Laplace transforms. Let $\kappa > 0$ and let $h : \mathbb{R}^+ \to \mathbb{R}^+$ be continuous, non-decreasing, and such that $h(u) \ge Au^4$ for some $A > 0$ and all $u \ge 0$. Under …