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Could you help me prove that the Laplace Trasform is a Linear trasformation?

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Thank you.

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Where do you struggle, what have you tried? – DanZimm Jun 16 '14 at 4:26
Isn't this a pretty standard question. I mean a simple search or any textbook would give the answer. And of course as @DanZimm says, what did you do? – tpb261 Jun 16 '14 at 4:37
up vote 4 down vote accepted

Hint: $$ \int_X \alpha f + \beta g \, \mathrm{d} \mu = \alpha \int_X f \, \mathrm{d} \mu + \beta \int_X g \, \mathrm{d} \mu $$

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Integral is a linear function ;)

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