On Fubini theorem for general Perron integral
A function F is said to have a generalized Peano derivative at x if F is continuous in a neighborhood of x and if there exists a positive integer q such that a qth primitive of F in the neighborhood has the (q+n)th Peano derivative at x; in this case the latter is called the generalized nth Peano derivative of F at x and denoted by . We show that generalized Peano derivatives belong to the class [Δ’]. Also we show that they are path derivatives with a nonporous system of paths satisfying the I.I.C....
Mathematics Subject Classification: 33D60, 33D90, 26A33Fractional q-integral operators of generalized Weyl type, involving generalized basic hypergeometric functions and a basic analogue of Fox’s H-function have been investigated. A number of integrals involving various q-functions have been evaluated as applications of the main results.
We use the general Riemann approach to define the Stratonovich integral with respect to Brownian motion. Our new definition of Stratonovich integral encompass the classical Stratonovich integral and more importantly, satisfies the ideal Itô formula without the “tail” term, that is, Further, the condition on the integrands in this paper is weaker than the classical one.