Related papers: Fractional integration for irregular martingales
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…
We present simple proofs of a discrete fractional and non-fractional Hardy inequality, Our constants are explicit, but not optimal. In the class of power weights, we get a complete picture of when the non-fractional Hardy inequality holds,…
We obtain Hardy inequality for non-local diffusion operator with singular drift, in the case when the strength of attraction to the origin by the drift takes the critical value.
The main purpose of this article is to obtain (weighted) fractional Hardy inequalities with a remainder and fractional Hardy-Sobolev-Maz'ya inequalities valid for $1<p<2$.
We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…
Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we…
We provide a version of the Stein-Weiss inequality for arbitrary martingales.
In this present paper, we introduce and study a dynamical systems involving fractional derivative operator and nonlocal condition, which is constituted of a fractional evolution equation and a time-dependent variational inequality, and is…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
We prove fractional Sobolev-Poincar\'e inequalities, capacitary versions of fractional Poincar\'e inequalities, and pointwise and localized fractional Hardy inequalities in a metric space equipped with a doubling measure. Our results…
By using the vector-valued theory of singular integrals, we prove a Hardy--Littlewood--Sobolev inequality on product Hardy spaces $H^p_{\rm{prod}}$, which is a parallel result of the classical Hardy--Littlewood--Sobolev inequality. The same…
We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…
The present paper is devoted to the boundedness of fractional integral operators in Morrey spaces defined on quasimetric measure spaces. In particular, Sobolev, trace and weighted inequalities with power weights for potential operators are…
We obtain a characterization of the weighted inequalities for the Riesz transforms on weighted local Morrey spaces. The condition is sufficient for the boundedness on the same spaces of all Calder\'on-Zygmund operators suitably defined on…
In the paper we prove several inequalities involving two isotonic linear functionals. We consider inequalities for functions with variable bounds, for Lipschitz and H\" older type functions etc. These results give us an elegant method for…
In this paper we show different inequalities for fractional order differential operators. In particular, the Sobolev, Hardy, Gagliardo-Nirenberg and Caffarelli-Kohn-Nirenberg type inequalities for the Caputo, Riemann-Liouville and Hadamard…
In this paper, we establish several inequalities for different convex mappings that are connected with the Riemann-Liouville fractional integrals. Our results have some relationships with certain integral inequalities in the literature.
Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…
We study the fundamental problem of the calculus of variations with variable order fractional operators. Fractional integrals are considered in the sense of Riemann-Liouville while derivatives are of Caputo type.
In this short article we obtain some necessary conditions for a so-called fractional Hardy-Sobolev's inequalities in multidimensional case. We also give some examples to show the sharpness of these inequalities.