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On - associated comonotone functions

Ondrej Hutník, Jozef Pócs (2018)

Kybernetika

We give a positive answer to two open problems stated by Boczek and Kaluszka in their paper [1]. The first one deals with an algebraic characterization of comonotonicity. We show that the class of binary operations solving this problem contains any strictly monotone right-continuous operation. More precisely, the comonotonicity of functions is equivalent not only to + -associatedness of functions (as proved by Boczek and Kaluszka), but also to their -associatedness with being an arbitrary strictly...

On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes

Tin-Lam Toh, Tuan-Seng Chew (2005)

Mathematica Bohemica

The Henstock-Kurzweil approach, also known as the generalized Riemann approach, has been successful in giving an alternative definition to the classical Itô integral. The Riemann approach is well-known for its directness in defining integrals. In this note we will prove the Fundamental Theorem for the Henstock-Kurzweil-Itô integral, thereby providing a characterization of Henstock-Kurzweil-Itô integrable stochastic processes in terms of their primitive processes.

On conditions for the boundedness of the Weyl fractional integral on weighted L p spaces

Liliana De Rosa, Alberto de la Torre (2004)

Commentationes Mathematicae Universitatis Carolinae

In this paper we give a sufficient condition on the pair of weights ( w , v ) for the boundedness of the Weyl fractional integral I α + from L p ( v ) into L p ( w ) . Under some restrictions on w and v , this condition is also necessary. Besides, it allows us to show that for any p : 1 p < there exist non-trivial weights w such that I α + is bounded from L p ( w ) into itself, even in the case α > 1 .

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