相关论文: Operator Fractional Brownian Sheet and Martingale …
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.
Operator fractional Brownian motion (OFBM) is the natural vector-valued extension of the univariate fractional Brownian motion. Instead of a scalar parameter, the law of an OFBM scales according to a Hurst matrix that affects every…
Fractional differential and integral operators, Dirichlet averages, and splines of complex order are three seemingly distinct mathematical subject areas addressing different questions and employing different methodologies. It is the purpose…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
Nowadays, fractional differential equations are a well established tool to model phenomena from the real world. Since the analytical solution is rarely available, there is a great effort in constructing efficient numerical methods for their…
Fractional operators (derivatives/integrals) are defined via the integration of the functions. When the function is produced by a spanning set of fractional power functions, traditional quadrature rules often need to be revised, failing to…
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…
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…
Fractional difference operators possess nonlocal structure which largely affects and complicates the qualitative analysis of fractional difference equations. In this article, we discuss the effect of this memory property on asymptotic…
We prove an analog of the quaternionic Borel-Pompieu formula in the sense of proportional fractional $\psi$-Cauchy-Riemann operators via Riemann-Liouville derivative with respect to another function.
This work, dealt with the classical mean value theorem and took advantage of it in the fractional calculus. The concept of a fractional critical point is introduced. Some sufficient conditions for the existence of a critical point is…
We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…
We introduce the notion of structural derivative on time scales. The new operator of differentiation unifies the concepts of fractal and fractional order derivative and is motivated by lack of classical differentiability of some…
Let $X$ be a (two-sided) fractional Brownian motion of Hurst parameter $H\in (0,1)$ and let $Y$ be a standard Brownian motion independent of $X$. Fractional Brownian motion in Brownian motion time (of index $H$), recently studied in…
Properties of the phase space of the standard maps with memory obtained from the differential equations with the Riemann-Liouville and Caputo derivatives are considered. Properties of the attractors which these fractional dynamical systems…
The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…
We deal with the higher-order fractional Laplacians by two methods: the integral method and the system method. The former depends on the integral equation equivalent to the differential equation. The latter works directly on the…
In this paper, through the introduction of partial multiple weights, we firstly study the related Rubio de Francia extrapolation theorem within the framework of partial Muckenhoupt classes and further obtain the corresponding extrapolation…
In this note we present some of the most basic aspects of the fractional Laplacean with a self-contained and purely didactic intent, and with a somewhat different slant from the several excellent existing references. Given the interest that…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…