Related papers: Pathway fractional integral operators involving $\…
In this paper, by making use of a certain family of fractional derivative operators in the complex domain, we introduce and investigate a new subclass $\mathcal{P}_{\tau,\mu}(k,\delta,\gamma)$ of analytic and univalent functions in the open…
In this paper, we present a new derivative via the Laplace transform. The Laplace transform leads to a natural form of the fractional derivative which is equivalent to a Riemann-Liouville derivative with fixed terminal point. We first…
In this paper we study some properties of the Prabhakar integrals and derivatives and of some of their extensions such as the regularized Prabhakar derivative or the Hilfer--Prabhakar derivative. Some Opial- and Hardy-type inequalities are…
Fractional $q$-extensions of some classical $q$-orthogonal polynomials are introduced and some of the main properties of the new defined functions are given. Next, a fractional $q$-difference equation of Gauss type is introduced and solved…
The manner in which probability amplitudes of paths sum up to form wave functions of a harmonic oscillator, as well as other, simple 1-dimensional problems, is described. Using known, closed-form, path-based propagators for each problem, an…
In this work, we introduce a new generalized integral transform involving many potentially known or new transforms as special cases. Basic properties of the new integral transform, that investigated in this work, include the existence…
A generalised Struve function has recently been introduced by Ali, Mondal and Nisar [J. Korean Math. Soc. {\bf 54} (2017) 575--598] as \[(\frac{1}{2} z)^{\nu+1}\sum_{n=0}^\infty\frac{(\frac{1}{2} z)^{2n}}{\Gamma(n+\frac{3}{2})…
We consider the Krall-Sheffer class of admissible, partial differential operators in the plane. We concentrate on algebraic structures, such as the role of commuting operators and symmetries. For the polynomial eigenfunctions, we give…
We develop a nonanticipative calculus for functionals of a continuous semimartingale, using an extension of the Ito formula to path-dependent functionals which possess certain directional derivatives. The construction is based on a pathwise…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
$\delta'$-function perturbations and Neumann boundary conditions are incorporated into the path integral formalism. The starting point is the consideration of the path integral representation for the one dimensional Dirac particle together…
The concept of permutograph is introduced and properties of integral functions on permutographs are established. The central result characterizes the class of integral functions that are representable as lattice polynomials. This result is…
In this paper, we have introduced the Prabhakar fractional $q$-integral and $q$-differential operators. We first study the semi-group property of the Prabhakar fractional $q$-integral operator, which allowed us to introduce the…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
In a recent paper, Cohl and Costas-Santos derived a number of interesting multi-derivative and multi-integral relations for associated Legendre and Ferrers functions in which the orders of those functions are changed in integral steps.…
We prove the Ito-Tanaka formula and the existence of pathwise stochastic integrals for a wide class of Gaussian processes. Motivated by financial applications, we define the stochastic integrals as forward-type pathwise integrals introduced…
Recently, many fractional integral operators were introduced by different mathematicians. One of these fractional operators, Atangana-Baleanu fractional integral operator, was defined by Atangana and Baleanu in [2]. In this study, firstly,…
In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…
We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…
In this paper, we propose a novel generalisation of the signature of a path, motivated by fractional calculus, which is able to describe the solutions of linear Caputo controlled FDEs. We also propose another generalisation of the…