The Stieltjes transform arises in the iteration of the Laplace transform and is also a particular case of a convolution transform.
One of the inversion formulas is as follows: If the function is continuous and bounded on , then
The generalized Stieltjes transform is
where is a complex number.
The integrated Stieltjes transform is
Stieltjes transforms are also introduced for generalized functions. The transform (*) was studied by Th.J. Stieltjes (1894–1895).
|||D.V. Widder, "The Laplace transform" , Princeton Univ. Press (1972)|
|||R.P. Boas, D.V. Widder, "The iterated Stieltjes transform" Trans. Amer. Math. Soc. , 45 (1939) pp. 1–72|
|||E.C. Titchmarsh, "Introduction to the theory of Fourier integrals" , Oxford Univ. Press (1948)|
|||Y.A. Brychkov, A.P. Prudnikov, "Integral transforms of generalized functions" , Gordon & Breach (1989) (Translated from Russian)|
Stieltjes transform. Yu.A. BrychkovA.P. Prudnikov (originator), Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Stieltjes_transform&oldid=17974