"
f(t, x)µ(dx),
"t
A
A := [1, 2] f(t, x) := x-1 exp(tx4/3) µ := l,
A := [1, 2], f(t, x) := x-1 cos(2Ä„tx3) µ := l,
"
A := R+, f(t, x) := exp(tx), µ := ´k/k!,
k=1
"
A := R+, f(t, x) := cos(tx) µ := ´k/k!
k=1
cos(tx) = Re(exp(itx))
µ [a, b],
- " < a < b < ". Lµ µ

Lµ(t) := exp(tx)µ(dx).

"k
Lµ(0) = xkµ(dx).
"tk
Lµ(t) R,

"

xkµ(dx)
Lµ(t) = tk.
k!
k=0

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