Related papers: Fractional integration for irregular martingales

The classical Hardy--Littlewood inequality asserts that the integral of a product of two functions is always majorized by that of their non-increasing rearrangements. One of the pivotal applications of this result is the fact that the…

In this first part of our project, we prove a classical Hardy-Littlewood-Sobolev result for a new family of fractional integral operators whose kernel has singularity appeared on the light cone in R^n+1.

In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…

In this paper presents the results obtained in the field of spectral theory operators of fractional differentiation. Proven a number of propositions which represents independent interest in the theory of fractional calculus. Introduced…

We establish Trudinger-type inequality in the context of fractional boundary Hardy-type inequality for the case $sp=d$, where $p>1, ~ s \in (0,1)$ on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$. In particular, we establish…

The relationship between the operator norms of fractional integral operators acting on weighted Lebesgue spaces and the constant of the weights is investigated. Sharp boundsare obtained for both the fractional integral operators and the…

We consider the fractional Schr\"odinger operator with Hardy potential and critical or subcritical coupling constant. This operator generates a natural scale of homogeneous Sobolev spaces which we compare with the ordinary homogeneous…

We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove a Sobolev-type inequality, a weak Harnack inequality, and a local H\"older estimate.

We prove a fractional Hardy-type inequality for vector fields over the half space based on a modified fractional semi-norm. A priori, the modified semi-norm is not known to be equivalent to the standard fractional semi-norm and in fact…

We establish fractional Hardy inequality on bounded domains in $\mathbb{R}^{d}$ with inverse of distance function from smooth boundary of codimension $k$, where $k=2, \dots,d$, as weight function. The case $sp=k$ is the critical case, where…

We give a direct proof of fractional Hardy inequality by means of Littlewood-Paley decomposition and properties of singular homogeneous kernels of degree -$d$. A refinement when $q>2$ is proved.

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…

Sharp affine Hardy--Littlewood--Sobolev inequalities for functions on $\mathbb R^n$ are established, which are significantly stronger than (and directly imply) the sharp Hardy--Littlewood--Sobolev inequalities by Lieb and by Beckner, Dou,…

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

In this paper, we give a full classification of the nonexistence of positive weak solutions to the semilinear elliptic inequality involving the fractional Hardy potential in punctured and in exterior domains. Our methods are self-contained…

The generalized Young inequality on the Lorentz spaces for commutative hypergroups is introdused and an application of it is given to the theory of fractional integrals. The boundedness on the Lorentz space and the Hardy-Littlewood-Sobolev…

Let $1\leq p <\infty$ and $0 < q,r < \infty$. We characterize validity of the inequality for the composition of the Hardy operator, \begin{equation*} \bigg(\int_a^b \bigg(\int_a^x \bigg(\int_a^t f(s)ds \bigg)^q u(t) dt \bigg)^{\frac{r}{q}}…

We provide a general framework for fractional Hardy inequalities. Our framework covers, for instance, fractional inequalities related to the Dirichlet forms of some L\'evy processes, and weighted fractional inequalities on irregular open…

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…