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

Jensen's operator inequality for convexifiable functions is obtained. This result contains classical Jensen's operator inequality as a particular case. As a consequence, a new refinement and a reverse of Young's inequality is given.

The aim of this paper is to present some new Fejer-type results for convex functions. Improvements of Young's inequality (the arithmetic-geometric mean inequality) and other applications to special means are pointed as well.

Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…

We improve the universality theorem of the Riemann zeta-function in short intervals by establishing universality for significantly shorter intervals $[T,T+H]$. Assuming the Riemann Hypothesis, we prove that universality in such short…

Integral equations of the form $$ x(t)=x(t_0)+\int_{t_0}^t d[A]\,x=f(t)-f(t_0)$$ are natural generalizations of systems of linear differential equations. Their main goal is that they admit solutions which need not be absolutely continuous.…

If $F$ is a continuous function on the real line and $f=F'$ is its distributional derivative then the continuous primitive integral of distribution $f$ is $\int_a^bf=F(b)-F(a)$. This integral contains the Lebesgue, Henstock--Kurzweil and…

In this paper we consider the problem of estimation of oscillatory integrals with Mittag-Leffler functions in two variables. The generalisation is that we replace the exponential function with the Mittag-Leffler-type function, to study…

Let $I$ and $J$ be two intervals, and let $f, g: I \rightarrow \mathbb{R}$. If for any points $a$ and $b$ in $I$ and any positive numbers $p$ and $q$ such that $p + q = 1$, we have \begin{align} \nonumber p f(a) + q f(b) + g(pa + qb) \in J,…

We prove a sharp integral inequality valid for non-negative functions defined on $[0,1]$, with given $L^1$ norm. This is in fact a generalization of the well known integral Hardy inequality. We prove it as a consequence of the respective…

We obtain criteria for integral transformations of Laplace and Stieltjes type to be compact on Lebesgue spaces of real functions on the semiaxis.

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

Simple inequalities for some integrals involving the modified Struve function of the first kind $\mathbf{L}_{\nu}(x)$ are established. In most cases, these inequalities have best possible constant. We also deduce a tight double inequality,…

In this paper we prove existence and uniqueness of a mild solution to the Young equation $dy(t)=Ay(t)dt+\sigma(y(t))dx(t)$, $t\in[0,T]$, $y(0)=\psi$. Here, $A$ is an unbounded operator which generates a semigroup of bounded linear operators…

Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. We assume without loss of generality that $\mu(X)=1.$ Consider the maximal function $\dis R^*:(f, g) \in L^p\times L^q \to R^*(f, g)(x) =…

Integration, just as much as differentiation, is a fundamental calculus tool that is widely used in many scientific domains. Formalizing the mathematical concept of integration and the associated results in a formal proof assistant helps in…

It is proved that, for $T^\epsilon\le G = G(T) \le {1\over2}\sqrt{T}$, $$ \int_T^{2T}\Bigl(I_1(t+G)-I_1(t)\Bigr)^2 dt = TG\sum_{j=0}^3a_j\log^j \Bigl({\sqrt{T}\over G}\Bigr) + O_\epsilon(T^{1+\epsilon}+ T^{1/2+\epsilon}G^2) $$ with some…

We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…

We prove that the Hausdorff--Young inequality $\|{\widehat{f}}\|_{q(\cdot)} \leq C \|{f}\|_{p(\cdot)}$ with $q(x)=p'(1/x)$ and $p(\cdot)$ even and non-decreasing holds in variable Lebesgue spaces if and only if $p$ is a constant. However,…

In this article, we look for the weight functions (say $g$) that admits the following generalized Hardy-Rellich type inequality: $ \int_{\Omega} g(x) u^2 dx \leq C \int_{\Omega} |\Delta u|^2 dx, \forall u \in \mathcal{D}^{2,2}_0(\Omega), $…

A generalized It${\hat {\rm o}}$ formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate process of the semi-martingale, left space and time first…