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In this paper we introduce a new fractional derivative with respect to another function the so-called $\psi$-Hilfer fractional derivative. We discuss some properties and important results of the fractional calculus. In this sense, we…

Classical Analysis and ODEs · Mathematics 2017-08-18 J. Vanterler da C. Sousa , E. Capelas de Oliveira

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

Probability · Mathematics 2023-11-07 David Criens , Lars Niemann

A survey of results on Lyapunov-type inequalities for fractional differential equations associated with a variety of boundary conditions is presented. This includes Dirichlet, mixed, Robin, fractional, Sturm-Liouville, integral, nonlocal,…

Classical Analysis and ODEs · Mathematics 2018-05-01 Sotiris K. Ntouyas , Bashir Ahmad , Theodoros P. Horikis

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…

Functional Analysis · Mathematics 2016-12-05 Shohei Nakamura , Yoshihiro Sawano , Hitoshi Tanaka

We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture of Muckenhoupt, which stayed open after Muckenhoupt--Wheeden's conjecture was disproved by Reguera--Thiele.

Analysis of PDEs · Mathematics 2018-06-13 Fedor Nazarov , Alexander Reznikov , Vasily Vasyunin , Alexander Volberg

In this article, we impose a new class of fractional analytic functions in the open unit disk. By considering this class, we define a fractional operator, which is generalized Salagean and Ruscheweyh differential operators. Moreover, by…

Complex Variables · Mathematics 2016-02-26 Zainab E. Abdulnaby , Rabha W. Ibrahim , Adem Kilicman

The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined…

Optimization and Control · Mathematics 2012-02-01 Agnieszka B. Malinowska

We prove that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calder\'on--Zygmund…

Probability · Mathematics 2013-11-26 Michael Perlmutter

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…

Probability · Mathematics 2020-03-10 Davide Giraudo

We present a new functional setting for Neumann conditions related to the superposition of (possibly infinitely many) fractional Laplace operators. We will introduce some bespoke functional framework and present minimization properties,…

Analysis of PDEs · Mathematics 2026-03-12 Serena Dipierro , Edoardo Proietti Lippi , Caterina Sportelli , Enrico Valdinoci

Our main result is a weighted fractional Poincar\'e-Sobolev inequality improving the celebrated estimate by Bourgain-Brezis-Mironescu. This also yields an improvement of the classical Meyers-Ziemer theorem in several ways. The proof is…

Classical Analysis and ODEs · Mathematics 2023-04-28 Kim Myyryläinen , Carlos Pérez , Julian Weigt

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover,…

Probability · Mathematics 2015-01-22 Xiequan Fan , Ion Grama , Quansheng Liu

We provide some new estimates for Bellman type functions for the dyadic maximal opeator on $R^n$ and of maximal operators on martingales related to weighted spaces. Using a type of symmetrization principle, introduced for the dyadic maximal…

Functional Analysis · Mathematics 2015-11-24 Antonios D. Melas , Eleftherios N. Nikolidakis , Dimitrios Cheliotis

In this paper, the fractional differential matrices based on the Jacobi-Gauss points are derived with respect to the Caputo and Riemann-Liouville fractional derivative operators. The spectral radii of the fractional differential matrices…

Numerical Analysis · Mathematics 2015-11-05 Fanhai Zeng , Changpin Li

In this article we prove mixed inequalities for maximal operators associated to Young functions, which are an improvement of a conjecture established in \cite{Berra}. Concretely, given $r\geq 1$, $u\in A_1$, $v^r\in A_\infty$ and a Young…

Classical Analysis and ODEs · Mathematics 2020-06-09 Fabio Berra

Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases, we show that we obtain the best possible constant or that our bounds are tight in certain limits. We…

Classical Analysis and ODEs · Mathematics 2018-02-09 Robert E. Gaunt

We find the exact Bellman function associated to the level-sets of sparse operators acting on characteristic functions.

Classical Analysis and ODEs · Mathematics 2024-03-12 Irina Holmes Fay , Guillermo Rey , Kristina Ana Škreb

We establish some linear and nonlinear integral inequalities of Gronwall-Bellman-Bihari type for functions with two independent variables on general time scales. The results are illustrated with examples, obtained by fixing the time scales…

Classical Analysis and ODEs · Mathematics 2009-03-06 Rui A. C. Ferreira , Delfim F. M. Torres

In this paper we study upper and lower bounds on the Bregman divergence $\Delta_{\mathcal{F}}^{\xi}(y,x):=\mathcal{F}(y)-\mathcal{F}(x)-\langle \xi, y-x\rangle $ for some convex functional $\mathcal{F}$ on a normed space $\mathcal{X}$, with…

Numerical Analysis · Mathematics 2019-01-23 Benjamin Sprung

In this paper we study the regularity properties of fractional maximal operators acting on $BV$-functions. We establish new bounds for the derivative of the fractional maximal function, both in the continuous and in the discrete settings.

Classical Analysis and ODEs · Mathematics 2021-09-30 Emanuel Carneiro , José Madrid