Related papers: Fractional integration for irregular martingales
We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the…
In this article we introduce a finite difference approximation for integro-differential operators of L\'evy type. We approximate solutions of integro-differential equations, where the second order operator is allowed to degenerate. In the…
In this article, we impose a new class of fractional analytic functions in the open unit disk. By considering this class, we define a fractional operator, which is generalized Salagean and Ruscheweyh differential operators. Moreover, by…
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…
We consider the problem of constructing spatial finite difference approximations on a fixed, arbitrary grid, which have analogues of any number of integrals of the partial differential equation and of some of its symmetries. A basis for the…
Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…
A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…
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 are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…
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…
By means of a counter-example we show that the multilinear fractional operator is not bounded from a product of Hardy spaces into a Hardy space.
In this paper, the weak convergence about the discretization error of stochastic iterated integrals in the Skorohod sense are studied, while the integrands and integrators of iterated integrals are supposed to be semimartingales with jumps.…
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…
We establish a Sobolev-type inequality in Lorentz spaces for $\mathcal{L}$-superharmonic functions \[ \|u\|_{L^{\frac{nq}{n-\alpha q},t}(\mathbb{R}^n)} \leq c \left\| \frac{u(x) - u(y)}{|x-y|^{\frac{n}{q}+\alpha}}…
A conformable time-scale fractional calculus of order $\alpha \in ]0,1]$ is introduced. The basic tools for fractional differentiation and fractional integration are then developed. The Hilger time-scale calculus is obtained as a particular…
The classical Hormander's inequality for linear partial differential operators with constant coeffcients is extended to pseudodifferential operators.
We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We investigate the weighted fractional order Hardy inequality $$ \int_{\Omega}\int_{\Omega}\frac{|f(x)-f(y)|^{p}}{|x-y|^{d+sp}}\text{dist}(x,\partial\Omega)^{-\alpha}\text{dist}(y,\partial\Omega)^{-\beta}\,dy\,dx\geq…