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Wavelet analysis of the multivariate fractional brownian motion

Jean-François Coeurjolly, Pierre-Olivier Amblard, Sophie Achard (2013)

ESAIM: Probability and Statistics

The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its wavelet transform. We particularly study the asymptotic behaviour of the correlation, showing that if the analyzing wavelet has a sufficient number of null first order moments, the decomposition eliminates any possible long-range (inter)dependence. The cross-spectral...

Weak difference property of functions with the Baire property

Tamás Mátrai (2003)

Fundamenta Mathematicae

We prove that the class of functions with the Baire property has the weak difference property in category sense. That is, every function for which f(x+h) - f(x) has the Baire property for every h ∈ ℝ can be written in the form f = g + H + ϕ where g has the Baire property, H is additive, and for every h ∈ ℝ we have ϕ(x+h) - ϕ (x) ≠ 0 only on a meager set. We also discuss the weak difference property of some subclasses of the class of functions with the Baire property, and the consistency of the difference...

Weighted endpoint estimates for commutators of fractional integrals

David Cruz-Uribe, Alberto Fiorenza (2007)

Czechoslovak Mathematical Journal

Given α , 0 < α < n , and b B M O , we give sufficient conditions on weights for the commutator of the fractional integral operator, [ b , I α ] , to satisfy weighted endpoint inequalities on n and on bounded domains. These results extend our earlier work [3], where we considered unweighted inequalities on n .

Weighted inequalities for monotone and concave functions

Hans Heinig, Lech Maligranda (1995)

Studia Mathematica

Characterizations of weight functions are given for which integral inequalities of monotone and concave functions are satisfied. The constants in these inequalities are sharp and in the case of concave functions, constitute weighted forms of Favard-Berwald inequalities on finite and infinite intervals. Related inequalities, some of Hardy type, are also given.

Weighted multidimensional inequalities for monotone functions

Sorina Barza, Lars-Erik Persson (1999)

Mathematica Bohemica

We discuss the characterization of the inequality (RN+ fq u)1/q C (RN+ fp v )1/p,   0<q, p <, for monotone functions f 0 and nonnegative weights u and v and N 1 . We prove a new multidimensional integral modular inequality for monotone functions. This inequality generalizes and unifies some recent results in one and several dimensions.

Weighted Theorems on Fractional Integrals in the Generalized Hölder Spaces via Indices mω and Mω

Karapetyants, Nikolai, Samko, Natasha (2004)

Fractional Calculus and Applied Analysis

Mathematics Subject Classification: 26A16, 26A33, 46E15.There are known various statements on weighted action of one-dimensional and multidimensional fractional integration operators in spaces of continuous functions, such as weighted generalized Hölder spaces Hω0(ρ) of functions with a given dominant ω of their continuity modulus.

Well-Posedness of Diffusion-Wave Problem with Arbitrary Finite Number of Time Fractional Derivatives in Sobolev Spaces H^s

Stojanović, Mirjana (2010)

Fractional Calculus and Applied Analysis

Mathematics Subject Classification 2010: 26A33, 33E12, 35S10, 45K05.We give the proofs of the existence and regularity of the solutions in the space C^∞ (t > 0;H^(s+2) (R^n)) ∩ C^0(t ≧ 0;H^s(R^n)); s ∊ R, for the 1-term, 2-term,..., n-term time-fractional equation evaluated from the time fractional equation of distributed order with spatial Laplace operator Δx ...

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