Related papers: Young's functional with Lebesgue-Stieltjes integra…
In this paper, by extending the classic stochastic integrals, we investigate three kinds of more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of interval type (in short: PSITs), stochastic integrals on…
In this paper we study the set of functions $\GG$-valued which can be approximated by $\GG$-valued continuous functions in the norm $L^\infty_{\GG}(I,w)$, where $I$ is a compact interval, $\GG$ is a real and separable Hilbert space and $w$…
We remark a variant of the existence part of the fundamental theorem of calculus, which, together with the Lebesgue differentiation theorem, constitute a new proof that every Riemann-integrable function on a compact interval having limit…
For a right-continuous nondecreasing and unbounded function $V$ of at most exponential growth, which vanishes on the negative halfline, we investigate the asymptotic behavior of the Lebesgue-Stieltjes convolution powers $V^{\ast(j)}(t)$ as…
In this work, we establish pathwise functional It\^o formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p,q)$-variation regularity assumptions in the sense of two-dimensional Young integration…
The concept of Riemann-Stieltjes integral $\int_a^b {f\left( t \right)du\left( t \right)}$; where $f$ is called the integrand, $u$ is called the integrator, plays an important role in Mathematics. The approximation problem of the…
Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases these inequalities are tight in certain limits. As a consequence, we deduce a tight double…
The connection between derivatives of $L(s,f)$ for periodic arithmetical functions $f$ at $s=1$ and generalized Stieltjes constants has been noted earlier. In this paper, we utilize this link to throw light on the arithmetic nature of…
We give a simple proof of a fairly flexible comparison theorem for equations of the type $-(p(u'+su))'+rp(u'+su)+qu=0$ on a finite interval where $1/p$, $r$, $s$, and $q$ are real and integrable. Flexibility is provided by two functions…
Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases, we show that we obtain the best possible constant or that our bounds are tight in certain limits. We…
This note provides an effective bound in the Gauss-Kuzmin-L\'evy problem for some Gauss type shifts associated with nearest integer continued fractions, acting on the interval $I_0=[0,\frac{1}{2}]$ or $I_0=[-\frac{1}{2},\frac{1}{2}]$. We…
The paper is devoted to study analogues of the van der Corput lemmas involving Mittag-Leffler functions. The generalisation is that we replace the exponential function with the Mittag-Leffler-type function, to study oscillatory integrals…
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifunctions for which we obtain measurable selection results.…
If $f,g:\mathbb{R}^n\longrightarrow\mathbb{R}_{\geq0}$ are non-negative measurable functions, then the Pr\'ekopa-Leindler inequality asserts that the integral of the Asplund sum (provided that it is measurable) is greater or equal than the…
In calculus, an indefinite integral of a function $f$ is a differentiable function $F$ whose derivative is equal to $f$. In present paper, we generalize this notion of the indefinite integral from the ring of real functions to any ring. The…
Previously, several natural integral transforms of the Minkowski question mark function F(x) were introduced by the author. Each of them is uniquely characterized by certain regularity conditions and the functional equation, thus encoding…
Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…
One of the basics of calculus is the following proposition: If $F$ and $G$ are antiderivatives of two real functions $f$ and $g$ resp., then an antiderivative of $\lambda f+g$ is $\lambda F + G$. It may be surprising that such systematic an…
We find an integral representation for the generalized hypergeometric function unifying known representations via generalized Stieltjes, Laplace and cosine Fourier transforms. Using positivity conditions for the weight in this…
The main objective of this paper is to present Ostrowski's inequality for a broader class of functions and to propose a refinement to the classical version of it. The original Ostrowski's inequality can be stated as follows "If…