Related papers: Operator Fractional Brownian Sheet and Martingale …
We introduce the fractional magnetic operator involving a magnetic potential and an electric potential. We formulate an inverse problem for the fractional magnetic operator. We determine the electric potential from the exterior partial…
The goal of this note is to consider Liouville type theorem for p-Laplacian type operators. In particular guided by the Laplacian case one establishes analogous results for the p-Laplacian and operators of this type.
In fractional calculus there are two approaches to obtain fractional derivatives. The first approach is by iterating the integral and then defining a fractional order by using Cauchy formula to obtain Riemann fractional integrals and…
In this note we give a glimpse of the fractional Laplacian. In particular, we bring several definitions of this non-local operator and series of proofs of its properties. It is structured in a way as to show that several of those properties…
We present both the Lagrangian and Hamiltonian procedures for treating higher-order equations of motion for mechanical models by adopting the Riemann-Liouville Fractional integral to describe their action. We point out and discuss its…
The present paper plans to examine the existence, uniqueness and data dependence of the solution of the fractional functional differential equation with the abstract operator of Volterra, in the context of the Picard operators. We present…
This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…
The purpose of this paper is twofold. First, basic concepts such as Gamma function, almost convergence, fractional order difference operator and sequence spaces are given as a survey character. Thus, the current knowledge about those…
The theory of slice regular functions of a quaternionic variable on the unit ball of the quaternions was introduced by Gentili and Struppa in 2006 and nowadays it is a well established function theory, especially in view of its applications…
In this work we study the Riemann-Liouville fractional integral of order $\alpha\in(0,1/p)$ as an operator from $L^p(I;X)$ into $L^{q}(I;X)$, with $1\leq q\leq p/(1-p\alpha)$, whether $I=[t_0,t_1]$ or $I=[t_0,\infty)$ and $X$ is a Banach…
We construct a fake exponential Brownian motion, a continuous martingale different from classical exponential Brownian motion but with the same marginal distributions, thus extending results of Albin and Oleszkiewicz for fake Brownian…
Using the new conformable fractional derivative, which differs from the Riemann-Liouville and Caputo fractional derivatives, we reformulate the second-order conjugate boundary value problem in this new setting. Utilizing the corresponding…
In this paper we develop the spectral theory of the fractional Brownian motion (fBm) using the ideas of Krein's work on continuous analogous of orthogonal polynomials on the unit circle. We exhibit the functions which are orthogonal with…
In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for…
We provide a device, called the local predictor, which extends the idea of the predictable compensator. It is shown that a fBm with the Hurst index greater than 1/2 coincides with its local predictor while fBm with the Hurst index smaller…
We introduce and present the general solution of three two-term fractional differential equations of mixed Caputo/Riemann Liouville type. We then solve a Dirichlet type Sturm-Liouville eigenvalue problem for a fractional differential…
In this paper we consider a Caputo type fractional derivative with respect to another function. Some properties, like the semigroup law, a relationship between the fractional derivative and the fractional integral, Taylor's Theorem,…
There have been many proposed forms of fractional calculus, which can be grouped into a few broad classes of operators. By replacing the kernel of the power function with another kernel function, the traditional Riemann-Liouville formula…
The paper deals with projection estimators of the density of the stationary solution $X$ to a differential equation driven by the fractional Brownian motion under a dissipativity condition on the drift function. A model selection method is…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…