Related papers: Pathway fractional integral operators involving $\…
Generalization of the Kac integral and Kac method for paths measure based on the Levy distribution has been used to derive fractional diffusion equation. Application to nonlinear fractional Ginzburg-Landau equation is discussed.
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
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…
A path integral representation of the evolution operator for the four-dimensional Dirac equation is proposed. A quadratic form of the canonical momenta regularizes the original representation of the path integral in the electron phase…
This paper suggests a new way to compute the path integral for simple quantum mechanical systems. The new algorithm originated from previous research in string theory. However, its essential simplicity is best illustrated in the case of a…
In the preceding articles we considered fractional integral transforms involving one real scalar variable, one real matrix variable and real scalar multivariable case. In the present paper we consider the multivariable case when the…
Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…
One of the most common types of functions in mathematics, physics, and engineering is a sum of products, sometimes called a partition function. After "normalization," a sum of products has a natural graphical representation, called a normal…
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…
The purpose of this article is to find a family of curves parametrized by arc length and that depend on an angular function and an intrinsic fraction function, which is defined as the quotient between torsion and curvature. We find for this…
In this paper we define the regularized version of k-Prabhakar fractional derivative, k-Hilfer-Prabhakar fractional derivative, regularized version of k-Hilfer-Prabhakar fractional derivative and find their Laplace and Sumudu transforms.…
We introduce two kinds of fractional integral operators; the one is defined via the exponential-integral function $$ E_1(x)=\int_x^\infty \frac{e^{-t}}{t}\,dt,\quad x>0, $$ and the other is defined via the special function $$…
Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
In the present article the author extends the Fourier transform to a more general class of functions; First to power-law functions with integer and half-integer exponents then to the widely used quantum statistics function (Fermi-Dirac and…
A form of the Laplace transform is reviewed as a paradigm for an entire class of fractional functional transforms. Various of its properties are discussed. Such transformations should be useful in application to differential/integral…
Recently, it was found that a new set of simple techniques allow one to conveniently express ordinary integrals through differentiation. These techniques add to the general toolbox for integration and integral transforms such as the Fourier…
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 >…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
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,…