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Plot of the approximations to the Laplace transform of t2+p2e−(λ0+2b)t Z2(t) from Monte Carlo (MC) simulations at times t = 80,100,120 along with the asymptotic Laplace transform from Theorem 5. Parameter values: a0 = 0.2, b0 = 0.1, b = 0.01, and u1 = u2 = 10−3. g is uniform on [0, 0.01].
