Tuesday, 9 February 2016

analysis - Property of Laplace transforms

I was looking at this answer to the question asked and I am curious about the




0F(u)g(u)du=0f(u)G(u)du



relationship being used. I referred to the link provided in the answer, but it discussed the Mellin transform, not the Laplace transform, and I am not making the connection.



I was wondering if someone could explain where this relationship comes from or where I could learn more about it, and if it is true for laplace transforms in general, or only for that specific problem.

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