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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

We investigate the dynamics of continued fractions and explore the ergodic behaviour of the products of mixed partial quotients in continued fractions of real numbers. For any function $\Phi:\mathbb N\to [2,+\infty)$ and any integer $d\geq…

Dynamical Systems · Mathematics 2024-02-28 Mumtaz Hussain , Nikita Shulga

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…

Analysis of PDEs · Mathematics 2015-07-23 Jan Kristensen , Filip Rindler

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

We show that if a random variable is the final value of an adapted log-H\"{o}lder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to…

Probability · Mathematics 2015-10-08 Taras Shalaiko , Georgiy Shevchenko

We derive exact statistical properties of a class of recursive fragmentation processes. We show that introducing a fragmentation probability 0<p<1 leads to a purely algebraic size distribution in one dimension, P(x) ~ x^{-2p}. In d…

Statistical Mechanics · Physics 2007-05-23 P. L. Krapivsky , I. Grosse , E. Ben-Naim

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa

This article investigates the Fourier extension operator associated with the fractional surface $(\xi,|\xi|^{\alpha})$ for $\alpha\geq 2$. We show that the relevant $L^p\to L^q$ Fourier extension inequality possesses extremals for all…

Classical Analysis and ODEs · Mathematics 2025-02-25 Boning Di , Ning Liu , Dunyan Yan

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

We prove continuity properties of higher order commutators of fractional operators on the multilinear setting, between a product of weighted Lebesgue spaces into certain weighted Lipschitz spaces. The considered operators include the…

Classical Analysis and ODEs · Mathematics 2023-09-11 Fabio Berra , Wilfredo Ramos

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

Functional Analysis · Mathematics 2026-04-08 Enrico Pasqualetto , Giacomo Enrico Sodini

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We establish certain fine properties for functions of bounded $\mathscr A$-variation known in the classical $BV$ setting. Here, $\mathscr A$ is a $k$th order constant-coefficient homogeneous linear differential operator with a…

Analysis of PDEs · Mathematics 2025-01-07 Adolfo Arroyo-Rabasa , Anna Skorobogatova

The Bou\'e-Dupuis variational formula gives a representation for log Laplace transforms of bounded measurable functions of a finite dimensional Brownian motion on a compact time interval as an infimum of a suitable cost over a collection of…

Probability · Mathematics 2024-03-05 A. Budhiraja

We give an alternative proof of the general chain rule for functions of bounded variation ([ADM90]), which allows to compute the distributional differential of $\varphi\circ F$, where $\varphi\in \mathrm{LIP}(\mathbb{R}^m)$ and…

Functional Analysis · Mathematics 2023-07-13 Camillo Brena , Nicola Gigli

We present a systematic analytic study of the $p$-Bessel functions $\mathcal{J}_{\omega,\varphi}^{[p]}$, a novel class of generalized Bessel functions arising from Fourier analysis on planar domains bounded by $p$-circles, including…

Number Theory · Mathematics 2026-05-05 Masaya Kitajima

The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to…

Classical Analysis and ODEs · Mathematics 2007-05-23 Rimas Norvaisa

We study the asymptotic behaviour of families of gradient flows in a general metric setting, when the metric-dissipation potentials degenerate in the limit to a dissipation with linear growth. We present a general variational definition of…

Analysis of PDEs · Mathematics 2014-09-16 Alexander Mielke , Riccarda Rossi , Giuseppe Savare'

We study the entropy and Lyapunov exponents of invariant measures $\mu$ for smooth surface diffeomorphisms $f$, as functions of $(f,\mu)$. The main result is an inequality relating the discontinuities of these functions. One consequence is…

Dynamical Systems · Mathematics 2022-10-19 Jérôme Buzzi , Sylvain Crovisier , Omri Sarig