Related papers: Fractional integration for irregular martingales
We introduce a notion of fractional (noninteger order) derivative on an arbitrary nonempty closed subset of the real numbers (on a time scale). Main properties of the new operator are proved and several illustrative examples given.
A necessary condition and a sufficient condition for one weight norm inequalities on Morrey spaces to hold are given for the fractional maximal operator and the fractional integral operator. We clarify the difference between the behavior of…
Some q-analysis variants of Hardy type inequalities of the form \int_0^b (x^{\alpha-1} \int_0^x t^{-\alpha} f(t) d_qt)^p d_qx \leq C \int_0^b f^p(t) d_qt with sharp constant C are proved and discussed. A similar result with the…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…
The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…
We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…
In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…
The Hardy operator is not bounded on the space of integrable functions on the positive half-line and its discrete counterpart on summable sequences. we introduce a modified Hardy operator obtained by subtracting a natural corrective term,…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
The aim of this paper is to apply generalized operators of fractional integration and differentiation involving Appells function due to Marichev-Saigo-Maeda, to the generalized Struve function. The results are expressed in terms of…
We consider fractional relaxation and fractional oscillation equations involving Erdelyi-Kober integrals. In terms of Riemann-Liouville integrals, the equations we analyze can be understood as equations with time-varying coefficients.…
The linear nonhomogeneous fractional difference system with constant coefficients is introduced. An explicit solution to the system is acquired by proposing a newly discrete retarded perturbation of the nabla Mittag-Leffer-type function…
We consider the integral and derivative operators of tempered fractional calculus, and examine their analytic properties. We discover connections with the classical Riemann-Liouville fractional calculus and demonstrate how the operators may…
In this paper, we consider a fractional p-Laplacian system of equations in the entire space RN with doubly critical singular nonlinearities involving a local critical Sobolev term together with a nonlocal Choquard critical term; the problem…
Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…
The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…
We prove Hardy's inequality for the fractional powers of the generalized sublaplacian and the fractional powers of the Grushin operator. We also find an integral representation and a ground state representation for the fractional powers of…
In this paper we deduce a formula for the fractional Laplace operator $(-\Delta)^{s}$ on radially symmetric functions useful for some applications. We give a criterion of subharmonicity associated with $(-\Delta)^{s}$, and apply it to a…
A Hardy-Littlewood integral inequality on finite intervals with a concave weight is established. Given a function f on an interval [a,b], it is shown that the square of the weighted L^2 norm of its derivative f' is bounded by the product of…
We introduce a fractional magnetic pseudorelativistic operator for a general fractional order $s\in(0,1)$. First we define a suitable functional setting and we prove some fundamental properties. Then we show the behavior of the operator as…