Salvador Sánchez Perales, Jesús F. Tenorio
We consider the Laplace transform as a Henstock-Kurzweil integral. We give conditions for the existence, continuity and differentiability of the Laplace transform. A Riemann-Lebesgue Lemma is given, and it is proved that the Laplace transform of a convolution is the pointwise product of Laplace transforms.
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