Related papers: On fractional derivatives with exponential kernel …
We address the estimation of "extreme" conditional quantiles i.e. when their order converges to one as the sample size increases. Conditions on the rate of convergence of their order to one are provided to obtain asymptotically Gaussian…
In this paper, we present a new fractal derivative with a nonsingular kernel and analyze its fundamental properties. The effectiveness of the proposed operator is illustrated through the study of economic models using both the Caputo…
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…
In this paper, we solve in the convergence set, the fractional logistic equation making use of Euler's numbers. To our knowledge, the answer is still an open question. The key point is that the coefficients can be connected with Euler's…
In this paper we study fractional powers of the Bessel differential operator defined on a semiaxis. Some important properties of such fractional powers of the Bessel differential operator are proved. They include connections with Legendre…
Recently in joint work with E. Sert, we proved sharp boundedness results on discrete fractional integral operators along binary quadratic forms. Present work vastly enhances the scope of those results by extending boundedness to bivariate…
A type of fractional derivative, referred to as \alpha-derivative, is studied. The \alpha-derivative of fractional type obeys Leibnitz rule. Based on the definition of \alpha-derivative the operations of analysis and differential geometry…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…
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…
We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
In this paper, we deal with q-Euler numbers and q-Bernoulli numbers. We derive some interesting relations for q-Euler numbers and polynomials by using their generating function and derivative operator. Also, we show between the q-Euler…
The use of fractional differential equations is a key tool in modeling non-local phenomena. Often, an efficient scheme for solving a linear system involving the discretization of a fractional operator is evaluating the matrix function $x =…
We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…
The exponential kernel \[E{g}(\lambda,w) = \exp -\frac{1}{\pi}\int_{\mathbb{C} } \frac{g(u)}{\overline{u-w} (u-\lambda) } da(u ),\] where the compactly supported bounded measurable function $g$ satisfies $0 \leq g\leq 1,$ and suitably…
The paper discusses the characteristic properties of fractional derivatives of non-integer order. It is known that derivatives of integer orders are determined by properties of differentiable functions only in an infinitely small…
We study a family of fractional integral operators whose kernels satisfying an non-isotropic dilation have singularity on a coordinate subspace. A characterization is given for these operators bounded from the classical, atom decomposable…
It is well known that for every $f\in C^m$ there exists a polynomial $p_n$ such that $p^{(k)}_n\rightarrow f^{(k)}$, $k=0,\ldots,m$. Here we prove such a result for fractional (non-integer) derivatives. Moreover, a numerical method is…
We provide a general condition on the kernel of an integro-differential operator so that its associated quadratic form satisfies a coercivity estimate with respect to the $H^s$-seminorm.
Historically the fractional calculus concept works an extended idea based on the question asked by Guillaume de L'H\^opital to Gottfried Wilhelm Leibniz in 1695 about the notation ${d^nf}/{dx^n}$ for the derivative operator "What if…
For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on…