Foundation of stochastic fractional calculus with fractional approximation of stochastic processes

DOI10.1007/s13398-020-00817-3zbMath1440.60048OpenAlexW3006852116MaRDI QIDQ2301871

George A. Anastassiou

Publication date: 25 February 2020

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13398-020-00817-3

zbMATH Keywords

stochastic processfractional stochastic Korovkin theory and fractional inequalitiesfractional stochastic Shisha-Mond inequalitystochastic modulus of continuitystochastic positive linear operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

New generalized mean square stochastic fractional operators with applications ⋮ Existence and uniqueness of positive solutions for a class of singular fractional differential equation with infinite-point boundary value conditions

Cites Work

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• Simpson type integral inequalities for generalized fractional integral
• Fractional Differentiation Inequalities
• THE DEGREE OF CONVERGENCE OF SEQUENCES OF LINEAR POSITIVE OPERATORS

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