Derive the Laplace Transform of $I_0(\alpha t)$
Using the definition of Laplace Transform and also using Modified Bessel Function as Definition . Since the Modified Bessel function of the first kind is $I_n(z)$, n is equal to zero and $z$ will be equal to $\alpha t$. Derive its Laplace Transform.
http://mathworld.wolfram.com/ModifiedBesselFunctionoftheFirstKind.html