Related papers: Operator Fractional Brownian Sheet and Martingale …

In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…

We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…

Inspired by a conjecture of Vladimir Maz'ya on $\Phi$-inequalities in the spirit of Bourgain and Brezis, we establish some $\Phi$-inequalities for fractional martingale transforms. These inequalities may be thought of as martingale models…

In recent years, the theory for Leibniz integral rule in the fractional sense has not been able to get substantial development. As an urgent problem to be solved, we study a Leibniz integral rule for Riemann-Liouville and Caputo type…

Fractional operators are widely used in mathematical models describing abnormal and nonlocal phenomena. Although there are extensive numerical methods for solving the corresponding model problems, theoretical analysis such as the regularity…

The present paper is a continuation of our work [11], where we introduced a fractional operator calculus related to a fractional ${\psi}-$Fueter operator in the one-dimensional Riemann-Liouville derivative sense in each direction of the…

We study simple approximations to fractional Gaussian noise and fractional Brownian motion. The approximations are based on spectral properties of the noise. They allow one to consider the noise as the result of fractional…

This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…

In this article, we propose new proportional fractional operators generated from local proportional derivatives of a function with respect to another function. We present some properties of these fractional operators which can be also…

In the following document, we present a way to obtain the order of convergence of the Fractional Newton-Raphson (F N-R) method, which seems to have an order of convergence at least linearly for the case in which the order $\alpha$ of the…

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville perspective. In Section 3, we introduce Brownian motion and…

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Using the reviewed Riemann-Liouville fractional derivative we introduce the fractional osculator Lagrange space of k order and the main structures on it. The results are applied at the k order fractional prolongation of Lagrange, Finsler…

This paper introduces the bicomplex Prabhakar derivative, extending fractional calculus to four-dimensional bicomplex spaces. Using the generalized kernel involving bicomplex Prabhakar function, we construct the bicomplex Prabhakar…

The paper deals with a fractional derivative introduced by means of the Fourier transform. The explicit form of the kernel of general derivative operator acting on the functions analytic on a curve in complex plane is deduced and the…

The relationship between the operator norms of fractional integral operators acting on weighted Lebesgue spaces and the constant of the weights is investigated. Sharp boundsare obtained for both the fractional integral operators and the…

In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…

In this article, we investigate partial integrals and partial derivatives of bivariate fractal interpolation functions. We prove also that the mixed Riemann-Liouville fractional integral and derivative of order $\gamma = (p, q); p > 0,q >…