Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ii/paper-3/8a/solution

Assume the Laplace integrals converge absolutely in a common right half-plane. The Fubini theorem and the substitution on give the convolution theorem for Laplace transforms:
For the specified inverse-square-root function, the supplied identity says on . Consequently . For real the defining integral is positive, fixing the positive square root; analytic continuation into gives
with the branch positive on the positive real axis. The square identity alone would not select the sign.

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