Related papers: On $\Phi$-inequalities for martingale fractional i…
We study such important properties of $f$-divergence minimal martingale measure as Levy preservation property, scaling property, invariance in time property for exponential Levy models. We give some useful decomposition for $f$-divergence…
In this paper, we have established some generalized integral inequalities of Hermite-Hadamard-Fej\'er type for generalized fractional integrals. The results presented here would provide generalizations of those given in earlier works.
We consider different fractional Neumann Laplacians of order s, 0<s<1, namely, the Restricted Neumann Laplacian, the Semirestricted Neumann Laplacian and the Spectral Neumann Laplacian. In particular, we are interested in attainability of…
Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases these inequalities are tight in certain limits. As a consequence, we deduce a tight double…
Sharp affine fractional Sobolev inequalities for functions on $\mathbb R^n$ are established. For each $0<s<1$, the new inequalities are significantly stronger than (and directly imply) the sharp fractional Sobolev inequalities of Almgren…
We prove some integral inequalities related to Feng Qi's inequality (2000) and obtain a few corollaries.
It is strange but fruitful to think about the functions as random processes. Any function can be viewed as a martingale (in many different ways) with discrete time. But it can be useful to have continuous time too. Processes can emulate…
We review recent results on functional inequalities for systems of orthonormal functions. The key finding is that for various operators the orthonormality leads to a gain over a simple application of the triangle inequality. The operators…
This paper is devoted to optimal functional inequalities for fractional Laplace operators on the sphere. Based on spectral properties, subcritical inequalities are established. Their consequences for fractional heat flows are considered.…
By means of white noise analysis, we prove some limit theorems for nonlinear functionals of a given Volterra process. In particular, our results apply to fractional Brownian motion (fBm) and should be compared with the classical convergence…
Let $\Phi$ be a unital positive linear map and let $A$ be a positive invertible operator. We prove that there exist partial isometries $U$ and $V$ such that \[ |\Phi(f(A))\Phi(A)\Phi(g(A))|\leq U^*\Phi(f(A)Ag(A))U \] and…
Motivared by Carleman's proof of the isoperimetric inequality in the plane, we study some sharp integral inequalities for harmonic functions on the upper halfspace. We also derive the regularity for nonnegative solutions of the associated…
The aim of the present paper is to obtain some new fractional integral inequalities for convex functions. Saigo fractional integral operator is used to establish the results.
In this paper, we establish Iyengar type inequalities utilizing $\psi$-Caputo fractional derivatives that is, fractional derivative of a function with respect to another function, which is generalization of some known fractional derivatives…
Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…
In this paper, we establish a fundamental inequality for fourth order partial differential operator $\cal P=\alpha\partial_s+\beta\partial_{ss}+\Delta^2$ ($\alpha, \beta\in\mathbb{R}$) with an abstract exponential-type weight function. Such…
In this paper we obtain a representation as martingale transform operators for the rearrangement and shift operators introduced by T. Figiel. The martingale transforms and the underlying sigma algebras are obtained explicitly by…
In this paper we prove two matrix weighted norm inequalities for the commutator of a fractional integral operator and multiplication by a matrix symbol. More precisely, we extend the recent results of the second author, Pott, and Treil on…
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 established a new Simpson type conformable fractional integral equality for convex functions. Based on this identity, some results related to Simpson-like type inequalities are obtained. These results are then applied to…