Related papers: Fractional integration for irregular martingales
We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…
Time fractional parabolic problem for p-Laplacian with double singular Hardy-type potential is considered. Comparison principle and appriory estimates for the weak solutions are proved. Existence of global weak solutions and finite-time…
We prove a sharp Hardy inequality for fractional integrals for functions that are supported on a general domain. The constant is the same as the one for the half-space and hence our result settles a recent conjecture of Bogdan and Dyda.
In this paper, we prove the fractional Hardy inequality on polarisable metric measure spaces. The integral Hardy inequality for $1<p\leq q<\infty$ is playing a key role in the proof. Moreover, we also prove the fractional Hardy-Sobolev type…
In this article, we conduct a study of integral operators defined in terms of non-convolution type kernels with singularities of various degrees. The operators that fall within our scope of research include fractional integrals, fractional…
The rearrangement inequalities of Hardy-Littlewood and Riesz say that certain integrals involving products of two or three functions increase under symmetric decreasing rearrangement. It is known that these inequalities extend to integrands…
In this paper, we are devoted to studying some sharp bounds for Hardy type operators on mixed radial-angular type function spaces. In addition, we will establish the sharp weak-type estimates for the fractional Hardy operator and its…
In this paper, we first define a discrete version of the fractional Laplace operator $(-\Delta)^{s}$ through the heat semigroup on a stochastically complete, connected, locally finite graph $G = (V, E, \mu, w)$. Secondly, we define the…
We investigate one and two weight norm inequalities for product fractional integrals. We show that in the one weight case, most of the 1 parameter theory carries over to the 2 parameter setting. However, in the two weight case, apart from…
We provide martingale analogs of weakly cancelling differential operators and prove a Sobolev-type embedding theorem for these operators in the martingale setting.
In this paper we study an extension problem for the Laplace-Beltrami operator on Riemannian symmetric spaces of noncompact type and use the solution to prove Hardy-type inequalities for fractional powers of the Laplace-Beltrami operator.…
The paper demonstrates the basic properties of the local fractional variation operators (termed fractal variation operators). The action of the operators is demonstrated for local characterization of Holderian functions. In particular, it…
In this paper, for general curves $(t,\gamma(t))$ satisfying some suitable curvature conditions, we obtain some $L^p(\mathbb{R})\times L^q(\mathbb{R}) \rightarrow L^r(\mathbb{R})$ estimates for the bilinear fractional integrals…
We find best constants in several dilation invariant integral inequalities involving derivatives of functions. Some of these inequalities are new and some were known without best constants. The contents: 1. Estimate for a quadratic form of…
In this article we prove both norm and modular Hardy inequalities for a class functions in one-dimensional fractional Orlicz-Sobolev spaces.
A novel representation is developed as a measure for multilinear fractional embedding. Corresponding extensions are given for the Bourgain-Brezis-Mironescu theorem and Pitt's inequality. New results are obtained for diagonal trace…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
The theory of fractional calculus has developed in a number of directions over the years, including: the formulation of multiple different definitions of fractional differintegration; the extension of various properties of standard calculus…
We consider a version of M. Riesz fractional integral operator on a space of homogeneous type and show an analogue of the well-known Hardy--Littlewood--Sobolev theorem in this context. In our main result, we investigate the dependence of…
In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…