Laplace transform of a Gaussian function
We evaluate the Laplace transform11cf. Gaussian function, wikipedia.org
(1) |
In fact,
By making the change of variable , we have (by the second equality in (1), the variable on operator’s argument is immaterial)
That is,
where is the complementary error function. Its path of integration is subject to the restriction , with as along the path, with equality only if remains bounded to the left.