Related papers: Young's functional with Lebesgue-Stieltjes integra…

Integrating with respect to functions which are constant on intervals whose bounds are discontinuity points (of those functions) is frequent in many branches of Mathematics, specially in stochastic processes. For such functions and alike…

In this paper we prove pointwise and distributional Fourier transform inversion theorems for functions on the real line that are locally of bounded variation, while in a neighbourhood of infinity are Lebesgue integrable or have polynomial…

We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…

By using some basic calculus of multiple integration, we provide an alternative expression of the integral $$ \int_{]a,b[^n} f(\mathbf{x},\min x_i,\max x_i) d\mathbf{x}, $$ in which the minimum and the maximum are replaced with two single…

We define integrals for functions on finite-dimensional algebras, adapting methods from Leinster's research. This paper discusses the relationships between the integrals of functions defined on subsets $\mathbb{I}_1 \subseteq…

Let $J$ denote the interval either $(0,1]$ or $ [1, \infty)$. A positive function $f$ on $J$ with $f(1) =1$ is reffered to as a Weierstrass function if it fulfils the double inequality for $x,y \in J$: $$f(x) + f(y) -1 \leq f(xy) \leq…

For the functions $f$, which can be represented in the form of the convolution $f(x)=\frac{a_{0}}{2}+\frac{1}{\pi}\int\limits_{-\pi}^{\pi}\sum\limits_{k=1}^{\infty}e^{-\alpha k^{r}}\cos(kt-\frac{\beta\pi}{2})\varphi(x-t)dt$,…

We study discrete expressions of the form $$ T_n(g)=\sum_{i=1}^n a_i g(S_i), \qquad S_i=\sum_{j=1}^i a_j, $$ where $a_i>0$ and $\sum_{i=1}^n a_i=1$. If $g:[0,1]\to\mathbb{R}$ is a decreasing integrable function, we have $$ \sum_{i=1}^n a_i…

We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…

We study functional inequality of the form $$|T(f,h)-T(f,g)T(g,h)| \leq F(f,g)F(g,h) -F(f,h)$$ where $T$ is a complex-valued functional and $F$ is a real-valued map. Motivation for our studies comes from some generalizations of Gr\"uss…

Let $(X, \mathscr{L}, \lambda)$ and $(Y, \mathscr{M}, \mu)$ be finite measure spaces for which there exist $A \in \mathscr{L}$ and $B \in \mathscr{M}$ with either $0 < \lambda(A) < 1 < \lambda(X)$ and $0 < \mu(B) < \mu(Y)$, or the other way…

We write expressions connected with numerical differentiation formulas of order $2$ in the form of Stieltjes integral, then we use Ohlin lemma and Levin-Stechkin theorem to study inequalities connected with these expressions. In particular,…

In this work, we extend the concept of the Stieltjes derivative to encompass left-continuous derivators with bounded variation, thereby relaxing the monotonicity constraint. This generalization necessitates a refined definition of the…

We show how two change-of-variables formulae for Lebesgue-Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of "mass splitting phenomenon" arises.

Let $I, J\subset \mathbb{R}$ be closed intervals, and let $H$ be $C^{3}$ smooth real valued function on $I\times J$ with nonvanishing $H_{x}$ and $H_{y}$. Take any fixed positive numbers $a,b$, and let $d\mu$ be a probability measure with…

We study the arithmetic (real) function f=g*1, with g "essentially bounded" and supported over the integers of [1,Q]. In particular, we obtain non-trivial bounds, through f "correlations", for the "Selberg integral" and the "symmetry…

In this work we consider the general functional-integral equation: \begin{equation*} y(t) = f\left(t, \int_{a}^{b} k(t,s)g(s,y(s))ds\right), \qquad t\in [a,b], \end{equation*} and give conditions that guarantee existence and uniqueness of…

The main aim of this note, which can be viewed as a certain addendum to the paper \cite{2020}, is to propose several new inequalities for the function $y=t\ln t.$ We consider the local behaviour of this function near the point $t=1,$ as…

It is well-known the Lebesgue \cite{Lebesgue, Zygmund} test for trigonometric Fourier series. Taberski \cite{Taberski1, Taberski2} considered real-valued Lebesgue locally integrable functions $f$, such that \begin{equation*} \lim_{T \to…

We establish a local martingale $M$ associate with $f(X,Y)$ under some restrictions on $f$, where $Y$ is a process of bounded variation (on compact intervals) and either $X$ is a jump diffusion (a special case being a L\'evy process) or $X$…