Related papers: Operator Fractional Brownian Sheet and Martingale …

In this paper, we provide two approximations in law of operator fractional Brownian motions. One is constructed by Poisson processes, and the other generalizes a result of Taqqu (1975).

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

In this paper, the fractional differential matrices based on the Jacobi-Gauss points are derived with respect to the Caputo and Riemann-Liouville fractional derivative operators. The spectral radii of the fractional differential matrices…

This paper targets to study the effect of the Riemann-Liouville fractional integral operator on unbounded variation points of a continuous function. In particular, we show that the fractional integral preserves the bounded variation points…

Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…

In this paper, we discuss the boundedness of the fractional type Marcinkiewicz integral operators associated to surfaces, and extend a result given by Chen, Fan and Ying in 2002. They showed that under certain conditions the fractional type…

This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…

In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the…

This paper presents a new model of textures, obtained as realizations of a new class of fractional Brownian fields. These fields, called weighted tensorized fractional Brownian fields, are obtained by a relaxation of the tensor-product…

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Fractional equations governing the distribution of reflecting drifted Brownian motions are presented. The equations are expressed in terms of tempered Riemann--Liouville type derivatives. For these operators a Marchaud-type form is obtained…

We study fractional differential equations of Riemann-Liouville and Caputo type in Hilbert spaces. Using exponentially weighted spaces of functions defined on $\mathbb{R}$, we define fractional operators by means of a functional calculus…

The main goal of this paper is to construct a proportional analogues of the quaternionic fractional Fueter-type operator recently introduced in the literature. We start by establishing a quaternionic version of the well-known proportional…

In this paper, types of Leibniz Rule for Riemann-Liouville Variable-Order fractional integral and derivative Operator is developed. The product rule, quotient rule, and chain rule formulas for both integral and differential operators are…

In this paper we aim to construct an abstract model of a differential operator with a fractional integro-differential operator composition in final terms, where modeling is understood as an interpretation of concrete differential operators…

Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^{H}X(t)}_{t in R^m}. We establish a general harmonizable…

We begin with a brief overview of the most commonly used fractional derivatives, namely the Caputo and Riemann-Liouville derivatives. We then focus on the study of the fractional time wave equation with the Riemann-Liouville derivative,…

Starting from the Riemann-Liouville derivative, many authors have built their own notion of fractional derivative in order to avoid some classical difficulties like a non zero derivative for a constant function or a rather complicated…

We represent fractional conditional expectations of a functional of fractional Brownian motion as a convergent series in L^2 space. When the target random variable is some function of a discrete trajectory of fractional Brownian motion, we…

In this paper, a new notion, named Riemann-Liouville fractional cosine function is presented. It is proved that a Riemann-Liouville $\alpha$-order fractional cosine function is equivalent to Riemann-Liouville $\alpha$-order fractional…