Related papers: On $\Phi$-inequalities for martingale fractional i…

We study several natural multiplicity questions that arise in the context of the Birman-Schwinger principle applied to non-self-adjoint operators. In particular, we re-prove (and extend) a recent result by Latushkin and Sukhtyaev by…

In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…

Although the study of functional calculus has already established necessary and sufficient conditions for operators to be fractionalized, this paper aims to use our well-conceived notion of integer powers of operators to construct…

In this paper, the incomplete Pochhammer ratios are defined in terms of the incomplete beta function $B_{y}(x,z)$. With the help of these incomplete Pochhammer ratios, we introduce new incomplete Gauss, confluent hypergeometric and Appell's…

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

Following the concentration of the measure theory formalism, we consider the transformation $\Phi(Z)$ of a random variable $Z$ having a general concentration function $\alpha$. If the transformation $\Phi$ is $\lambda$-Lipschitz with…

We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…

The main aim of this present paper is to present a new extension of the fractional derivative operator by using the extension of Beta function recently defined by Shadab et al.[19]. Moreover, we establish some results related to the newly…

We derive new characterisations of the matrix $\mathrm{\Phi}$-entropy functionals introduced in [Electron.~J.~Probab., 19(20): 1--30, 2014]. Notably, all known equivalent characterisations of the classical $\Phi$-entropies have their matrix…

Motivated by the ${\rm \Psi}$-Riemann-Liouville $({\rm \Psi-RL})$ fractional derivative and by the ${\rm \Psi}$-Hilfer $({\rm \Psi-H})$ fractional derivative, we introduced a new fractional operator the so-called $\rm\Psi-$fractional…

This paper studies fractional integral operator for vector fields in weighted $L^1$. Using the estimates on fractional integral operator and Stein-Weiss inequalities, we can give a new proof for a class of Caffarelli-Kohn-Nirenberg…

While the definition of a fractional integral may be codified by Riemann and Liouville, an agreed-upon fractional derivative has eluded discovery for many years. This is likely a result of integral definitions including numerous constants…

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…

In this paper, we study Sobolev type inequalities for fractional maximal functions $M_{{\mathbb H},\nu}f$ and Riesz potentials $I_{{\mathbb H},\alpha} f$ of functions in weighted Morrey spaces of the double phase functional $\Phi(x,t) =…

We study the problem of optimal approximation of a fractional Brownian motion by martingales. We prove that there exist a unique martingale closest to fractional Brownian motion in a specific sense. It shown that this martingale has a…

We give Feffermain-Stein type inequalities related to mixed estimates for Calder\'on-Zygmund operators. More precisely, given $\delta>0$, $q>1$, $\varphi(z)=z(1+\log^+z)^\delta$, a nonnegative and locally integrable function $u$ and $v\in…

The martingale comparison method is extended to derive comparison results for path-independent functions for general semimartingales. Our approach allows to dismiss with the Markovian assumption on one of the processes made in previous…

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…

The goal of this note is to have a systematic approach to generating isoperimetric inequalities from two concrete type of PDEs. We call these PDEs Bellman type because a totally analogous equations happen to rule many sharp estimates for…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…