On justification of general polynomial projection method for solving periodic fractional integral equations [PDF]
© 2015, Pleiades Publishing, Ltd. In this paper we subtantiate a general polynomial projection method for solving periodic integral equations with Holder coefficients and fractional integral Weyl operator in the main ...
Galimyanov A., Agachev J.
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A note on some fractional integral inequalities via generalized fractional integral
Juan E. Napoles Valdes +1 more
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Generalized Steffensen Inequalities for Local Fractional Integrals
Firstly we give a important integral inequality which is generalized Steffensen’s inequality. Then, we establish weighted version of generalized Steffensen’s inequality for local fractional integrals. Finally, we obtain several inequalities related these inequalities using the local fractional integral.
Sarıkaya, Mehmet Zeki +2 more
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A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
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© 2015, Pleiades Publishing, Ltd. In this paper we subtantiate a general polynomial projection method for solving periodic integral equations with Holder coefficients and fractional integral Weyl operator in the main ...
Galimyanov A., Agachev J.
core
Generalizations of Riemann–Liouville fractional integrals and applications
The notion of a generalized Riemann–Liouville fractional integral is introduced, and its domain, range, and properties are studied. The new notion and properties provide new insight and understanding into the classical Riemann–Liouville fractional integral and its properties.
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Newton-type inequalities for the class of modified hyperbolic p-convex functions via Riemann-Liouville fractional integrals with numerical justifications. [PDF]
Iqra I +4 more
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A characterization for fractional integrals on generalized Morrey spaces
Summary: This paper considers fractional integrals, which are also known as the Riesz potentials. A characterization for the boundedness of fractional integral operators on generalized Morrey spaces is presented.
Eridani, M. I. Utoyo, H. Gunawan
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Fractional Brownian Motion as a Differentiable Generalized Gaussian Process [PDF]
Brownian motion can be characterized as a generalized random process and, as such, has a generalized derivative whose covariance functional is the delta function. In a similar fashion, fractional Brownian motion can be interpreted as a generalized random
Peter C.B. Phillips +1 more
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High-accuracy pseudospectral scheme for fractional diffusion-wave problems based on cardinal functions. [PDF]
Saray BN +5 more
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