A new formula for Adomian polynomials is introduced and applied to obtain truncated series solutions for fractional initial value problems with nondifferentiable functions. These kinds of equations contain a fractional single term which is examined using Jumarie fractional derivatives and fractional Taylor series for nondifferentiable functions. The property of nonlocality of these equations is examined, and the existence and uniqueness of solutions are discussed. Convergence and error analysis for the Adomian series solution are also studied. Numerical examples show the accuracy and efficiency of this formula for solving initial value problems for high-order fractional differential equations.

Answering a problem posed by John Michael Rassias, we study the functional inequality

$$\begin{eqnarray*}f(x+ y+ xy)\leq f(x)+ f(y)+ f(xy),\end{eqnarray*}$$

$f$

We investigate island systems with continuous height functions and strongly laminar systems which are laminar systems containing sets with disjoint boundaries. In the discrete case, we show that for a maximal rectangular system of islands $ \mathcal{H} $ on an $m$ by $n$ rectangular grid we have $\lceil \min (m, n)/ 4\rceil \leq \vert \mathcal{H} \vert \leq \lceil m/ 2\rceil \lceil n/ 2\rceil $. In the continuous case we show that under some conditions maximal strongly laminar systems $ \mathcal{H} $ have cardinality ${\aleph }_{0} $ or ${2}^{{\aleph }_{0} } $ and present examples with $\vert \mathcal{H} \vert = {\aleph }_{0} $.

Necessary and sufficient conditions are presented for a function involving the divided difference of the psi function to be completely monotonic and for a function involving the ratio of two gamma functions to be logarithmically completely monotonic. From these, some double inequalities are derived for bounding polygamma functions, divided differences of polygamma functions, and the ratio of two gamma functions.

In this paper, we establish various inequalities for some differentiable mappings that are linked with the illustrious Hermite–Hadamard integral inequality for mappings whose derivatives are $s$-$(\alpha , m)$-convex. The generalised integral inequalities contribute better estimates than some already presented. The inequalities are then applied to numerical integration and some special means.

We obtain the approximate functional equation for the Rankin–Selberg zeta function in the critical strip and, in particular, on the critical line $\operatorname {Re} s= \frac {1}{2}$.

We study the question whether a Riemann–Stieltjes integral of a positive continuous function with respect to a nonnegative function of bounded variation is positive.

We present a family of radical convolution Banach algebras on intervals (0,a] which are of Sobolev type; that is, they are defined in terms of derivatives. Among other properties, it is shown that all epimorphisms and derivations of such algebras are bounded. Also, we give examples of nontrivial concrete derivations.

We characterise solutions f,g:ℝ→ℝ of the functional equation f(x+g(x)y)=f(x)f(y) under the assumption that f is continuous. Our considerations refer mainly to a paper by Chudziak [‘Semigroup-valued solutions of the Goła̧b–Schinzel functional equation’, Abh. Math. Semin. Univ. Hambg. 76, (2006), 91–98], in which the author studied the same equation assuming that g is continuous.

We use a change-of-variable formula in the framework of functions of bounded variation to derive an explicit formula for the Fourier transform of the level crossing function of shot noise processes with jumps. We illustrate the result in some examples and give some applications. In particular, it allows us to study the asymptotic behavior of the mean number of level crossings as the intensity of the Poisson point process of the shot noise process goes to infinity.

The purpose of this paper is to study the existence of periodic solutions and the topological structure of the solution set of first-order differential equations involving the distributional Henstock–Kurzweil integral. The distributional Henstock–Kurzweil integral is a general integral, which includes the Lebesgue and Henstock–Kurzweil integrals. The main results extend some previously known results in the literature.

In this paper, using the Schauder Fixed Point Theorem and the Vidossich Theorem, we study the existence of solutions and the structure of the set of solutions of the Darboux problem involving the distributional Henstock–Kurzweil integral. The two theorems presented in this paper are extensions of the previous results of Deblasi and Myjak and of Bugajewski and Szufla.

In this paper we extend some estimates of the right-hand side of a Hermite–Hadamard type inequality for functions whose derivatives’ absolute values are P-convex. Applications to the trapezoidal formula and special means are introduced.

A Chebyshev pseudo-spectral method for solving numerically linear and nonlinear fractional-order integro-differential equations of Volterra type is considered. The fractional derivative is described in the Caputo sense. The suggested method reduces these types of equations to the solution of linear or nonlinear algebraic equations. Special attention is given to study the convergence of the proposed method. Finally, some numerical examples are provided to show that this method is computationally efficient, and a comparison is made with existing results.

The topic of the present paper is a generalized St Petersburg game in which the distribution of the payoff X is given by P(X =sr (k-1)/α) = pq k-1,k = 1, 2,…, where p + q = 1, s = 1 / p,r = 1 / q, and 0 < α ≤ 1. For the case in which α = 1, we extend Feller's classical weak law and Martin-Löf's theorem on convergence in distribution along the 2n -subsequence. The analog for 0 < α < 1 turns out to converge in distribution to an asymmetric stable law with index α. Finally, some limit theorems for polynomial and geometric size total gains, as well as for extremes, are given.

According to the classical Borel lemma, any positive nondecreasing continuous function T satisfiesT(r+1/T(r))≤2T(r) outside a possible exceptional set of finite linear measure. This lemma plays an important role in the theory of entire and meromorphic functions, where the increasing function T is either the logarithm of the maximum modulus function, or the Nevanlinna characteristic. As a result, exceptional sets appear throughout Nevanlinna theory, in particular in Nevanlinna’s second main theorem. In this paper, we consider generalizations of Borel’s lemma. Conversely, we consider ways in which certain inequalities can be modified so as to remove exceptional sets. All results discussed are presented from the point of view of real analysis.

Let β∈(1,2) be a Pisot number and let Hβ denote Garsia’s entropy for the Bernoulli convolution associated with β. Garsia, in 1963, showed that Hβ<1 for any Pisot β. For the Pisot numbers which satisfy xm=xm−1+xm−2+⋯+x+1 (with m≥2), Garsia’s entropy has been evaluated with high precision by Alexander and Zagier for m=2 and later by Grabner, Kirschenhofer and Tichy for m≥3, and it proves to be close to 1. No other numerical values for Hβ are known. In the present paper we show that Hβ>0.81 for all Pisot β, and improve this lower bound for certain ranges of β. Our method is computational in nature.

Zolotarev (1961) proved a duality result that relates stable densities with different indices. In this paper we show how Zolotarev's duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional derivatives in place of the usual integer-order derivatives. They govern scaling limits of random walk models, with power-law jumps leading to fractional derivatives in space, and power-law waiting times between the jumps leading to fractional derivatives in time. The limit process is a stable Lévy motion that models the jumps, subordinated to an inverse stable process that models the waiting times. Using duality, we relate the density of a spectrally negative stable process with index 1<α<2 to the density of the hitting time of a stable subordinator with index 1/α, and thereby unify some recent results in the literature. These results provide a concrete interpretation of Zolotarev's duality in terms of the fractional diffusion model. They also illuminate a current controversy in hydrology, regarding the appropriate use of space- and time-fractional derivatives to model contaminant transport in river flows.

We introduce a class of stock models that interpolates between exponential Lévy models based on Brownian subordination and certain stochastic volatility models with Lévy-driven volatility, such as the Barndorff-Nielsen–Shephard model. The driving process in our model is a Brownian motion subordinated to a business time which is obtained by convolution of a Lévy subordinator with a deterministic kernel. We motivate several choices of the kernel that lead to volatility clusters while maintaining the sudden extreme movements of the stock. Moreover, we discuss some statistical and path properties of the models, prove absence of arbitrage and incompleteness, and explain how to price vanilla options by simulation and fast Fourier transform methods.

We discuss here the boundedness of the fractional integral operator Iα and its generalized version on generalized nonhomogeneous Morrey spaces. To prove the boundedness of Iα, we employ the boundedness of the so-called maximal fractional integral operator Ia,κ*. In addition, we prove an Olsen-type inequality, which is analogous to that in the case of homogeneous type.