Covolution theorem for unilateral Laplace transform

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Theorem

The following formula holds: $$\widehat{(f*g)}(t,s)=\displaystyle\int_s^t \hat{f}(t,\sigma(\xi))\hat{g}(\xi,s) \Delta \xi,$$ where $\widehat{(f*g)}$ denotes the solution of the shifting problem and $(f*g)$ denotes the convolution.

Proof

References