相关论文: Some Fractional Calculus results associated with t…
Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…
For non-anticipative functionals, differentiable in Chitashvili's sense, the It\^o formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.
This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…
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.
We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…
Expressions for the derivatives with respect to order of modified Bessel functions evaluated at integer orders and certain integral representations of associated Legendre functions with modulus argument greater than unity are used to…
We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…
By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplicative noise. As applications, gradient estimates and Harnack…
In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…
In this work at first the relation the Mittag-Lefler function to the exponential is given. The results are applied to the construction of the solution of Cauchy problem for ordinary linear operator differential equations with constant…
We prove mixed weak estimates of Sawyer type for fractional operators. More precisely, let $\mathcal{T}$ be either the maximal fractional function $M_\gamma$ or the fractional integral operator $I_\gamma$, $0<\gamma<n$, $1\leq p<n/\gamma$…
This manuscript introduces a generalization of the Mellin integral transform within the framework of weighted fractional calculus with respect to an increasing function. The proposed transform is much more suitable for working with…
This paper presents the Functional Machine Calculus (FMC) as a simple model of higher-order computation with "reader/writer" effects: higher-order mutable store, input/output, and probabilistic and non-deterministic computation. The FMC…
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…
The decomposition in partial fractions of the quotient of Pochhammer symbols improves considerably a method, suggested in a precedent paper, which allows one to obtain the $\varepsilon$-expansion of functions of the hypergeometric class.…
In this paper presents the results obtained in the field of spectral theory operators of fractional differentiation. Proven a number of propositions which represents independent interest in the theory of fractional calculus. Introduced…
In order to describe more complex problem using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with…
This paper presents the fractional trigonometric functions in complex-valued space and proposes a short outline of local fractional calculus of complex function in fractal spaces.
The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…
In this paper we extend the results given in \cite{Mo18} to the $n$-dimensional case the fractional powers of Bessel operators. Moreover, we established a Liouville type theorems for these operators. This extend the result obtained in…