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Resultats globals: 3 registres trobats en 0.02 segons.
Articles, 3 registres trobats

Articles	3 registres trobats

$The law of a stochastic integral with two independent fractional Brownian motions$

14 p, 305.5 KB

The law of a stochastic integral with two independent fractional Brownian motions / Bardina i Simorra, Xavier (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Tudor, Ciprian A. (Université de Panthéon-Sorbonne Paris 1. Centre d'Economie de La Sorbonne)
Using the tools of the stochastic integration with respect to the fractional Brownian motion, we obtain the expression of the characteristic function of the random variable f01Bsalpha;dBsH where Bα and B H are two independent fractional Brownian motions with Hurst parameters α ∈ (0, 1) and H > 1/2 respectively. [...]
2007
Boletin de la Sociedad Matematica Mexicana, Vol. 13, Núm. 1 (2007) , p. 231-242

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$Multilinear commutators for fractional integrals in non-homogeneous spaces$

34 p, 225.9 KB

Multilinear commutators for fractional integrals in non-homogeneous spaces / Guoen, Hu ; Yan, Meng ; Dachung, Yang
Under the assumption that µ is a non-doubling measure on Rd, the authors obtain the (Lp, Lq)-boundedness and the weak type endpoint estimate for the multilinear commutators generated by fractional integrals with RBMO(µ) functions of Tolsa or with Oscexp Lr (µ) functions for r ≥ 1, where Oscexp Lr (µ) is a space of Orlicz type satisfying that Oscexp Lr (µ) = RBMO(µ) if r = 1 and Oscexp Lr (µ) ⊂ RBMO(µ) if r >.
2004 - DOI (Digital Object Identifier)

10.5565/PUBLMAT_48204_03
Publicacions matemàtiques, V. 48 N. 2 (2004) , p. 335-367

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$Boundedness of the Weyl fractional integral on one-sided weighted Lebesgue and Lipschitz spaces$

32 p, 265.7 KB

Boundedness of the Weyl fractional integral on one-sided weighted Lebesgue and Lipschitz spaces / Ombrosi, S. (Universidad de Buenos Aires. Departamento de Matemática) ; De Rosa, L. (Universidad de Buenos Aires. Departamento de Matemática)
In this paper we introduce the one-sided weighted spaces L−w (β), −1 <β< 1. The purpose of this definition is to obtain an extension of the Weyl fractional integral operator I+α from Lp w into a suitable weighted space. [...]
2003 - DOI (Digital Object Identifier)

10.5565/PUBLMAT_47103_04
Publicacions matemàtiques, V. 47 N. 1 (2003) , p. 71-102

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