相关论文: On generalized stochastic fractional integrals and…
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integral now play a major role in the modern statistics theory. In this paper, we obtain the weak convergence of various general…
In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( \mu + c_\alpha \frac{d^\alpha}{d(-t)^\alpha} \right)^\beta X(t) = \mathcal{E}(t) , \quad t\geq 0,\; \mu>0,\; \beta>0,\;…
We study the notions of differentiating and non-differentiating sigma-fields in the general framework of (possibly drifted) Gaussian processes, and characterize their invariance properties under equivalent changes of probability measure. As…
Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…
The article studies a class of generalized factorial functions and symbolic product sequences through Jacobi type continued fractions (J-fractions) that formally enumerate the divergent ordinary generating functions of these sequences. The…
In this paper, we establish several new inequalities for some differantiable mappings that are connected with the celebrated Hermite-Hadamard integral inequality. Some applications for special means of real numbers are also provided.
In \cite{II}, authors introduced the concept of harmonically $(s,m)$-convex functions in second sense which unifies different type of convexities and is more general notion of Harmonic convexity. In this paper, authors obtain new estimates…
We characterize the integral Hasse principle for an infinite family of spherical stacky curves with genus $g\in [2/3,1)$ that are defined using generalized Fermat equations, extending a result of Darmon and Granville. We then apply our…
In this paper we achieve some new Hadamard type inequalities using elementary well known inequalities for functions whose first derivatives absolute values are s-geometrically and geometrically convex. And also we get some applications for…
In this paper, some new inequalities of the Hermite-Hadamard type for functions whose modulus of the derivatives are convex and applications for special means are given. Finally, some error estimates for the trapezoidal formula are…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \sigma (u_t(x))\dot F(t,x)\quad{t>0}\quad\text{and}\quad x\in R^d. \end{equation*} The operator $\mathcal{L}$ is the…
We establish sharp inequalities involving the incomplete Beta and Gamma functions. These inequalities arise in the approximation of generalized Bernstein functions by higher order Thorin-Bernstein functions. Furthermore, new properties of a…
We consider a generalized form of certain integral inequalities given by Guessab, Schmeisser and Alomari. The trapezoidal, mid point, Simpson, Newton-Simpson rules are obtained as special cases. Also, inequalities for the generalized…
We consider a fractional generalization of Hamiltonian and gradient systems. We use differential forms and exterior derivatives of fractional orders. We derive fractional generalization of Helmholtz conditions for phase space. Examples of…
In this paper we obtain a generalization of some integral inequalities related to Chebyshev`s functional by using a generalized Katugampola fractional integral.
In this paper, some Ostrowski type inequalities via Riemann-Liouville fractional integrals for h-convex functions, which are super-multiplicative or super-additive, are given. These results not only generalize those of Set (2012) and Tunc…