An earlier paper, to which this is a sequel, traced the history of the Laplace Transform up to 1880. In that year Poincaré reinvented the transform, but did so in a more powerful context, that of ...

Citations: Todorov, Viktor, George Tauchen, Iaryna Grynkiv. 2011. Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models. Journal of Econometrics. (2)367-381.

The purpose of this paper is to study two notions of stochastic comparisons of non-negative random variables via ratios that are determined by their Laplace transforms. Some interpretations of the new ...