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Results tagged with integration
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user 501039
Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...
1
vote
1
answer
105
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Volterra Processes (integration wrt Brownian motion): reference request
Even general references on the integration of deterministic functions wrt Brownian motion would be fine.
Thanks …
- 95
2
votes
2
answers
604
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Integral calculus with Gamma function [closed]
I have to prove that for $0<\alpha<1$ and $\beta>0$,
\begin{equation}
\int_{0}^{\infty} x^{-\alpha-1}\left(e^{-\beta x}-1\right)dx=\beta^\alpha\Gamma(-\alpha),
\end{equation}
and I have to show th …
- 95