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.

Given a simplex S and a positive function δ on S, we show that there is a simplicial subdivision of S such that the diameter of each subdividing simplex is smaller that δ evaluated at some of its vertices.

On compact oriented differentiable manifolds, we define a well behaved Riemann type integral which coincides with the Lebesgue integral on nonnegative functions, and such that the exterior derivative of a differentiable (not necessarily continuously) exterior form is always integrable and the Stokes formula holds.

We show that for a Henstock-Kurzweil integrable function f for every ∈ > 0 one can choose an upper semicontinuous gage function δ, used in the definition of the HK-integral if and only if |f| is bounded by a Baire 1 function. This answers a question raised by C. E. Weil.

Various properties of continuity for the class of lower semicontinuous convex functions are considered and dual characterizations are established. In particular, it is shown that the restriction of a lower semicontinuous convex function to its domain (respectively, domain of subdifferentiability) is continuous if and only if its subdifferential is strongly cyclically monotone (respectively, σ-cyclically monotone).

This paper introduces certain generalization of the notions of approximate limit, continuity and derivative and of absolute continuity, of real functions, leading to generalized integrals of Perron and Denjoy types comprising the AP-integral of Burkill (1931) and Sonouchi and Utagawa (1949) and the AD-integral of Kubota (1963), respectiely. The generalizations are all substantiated by appropriate examples.

A maximality principle on quasi-ordered pseudo-metric spaces is used to obtain a number of Lipschitz attraction results for non-semigroup evolution processes with respect to time-dependent families. As particular cases, a multivalued version of Dieudonné's means value theorem and the Kirk-Ray lipschitzianness test are derived.

We study cosine and sine Fourier transforms defined by F(t):= (2/π) and (t):= (2/π), where f is L1-integrable over[0, ∞]. We also assume than F are locally absolutely continuous over [0, ∞). In particular, this is the case if both f(x) and xf(x) are (L1-integrable over [0, ∞). Motivated by the inversion formulas, we consider the partial integras Sν (f, x):= and ν(f, x):= , the modified partial integrals uν (f, x):= sν(f, x) - F(ν)(sin νx)/x and ũν(f, x):= ν(f, x) + (ν) (cos νx)/x, where ν > 0. We give necessary and sufficient conditions for(L1 [0, ∞)-convergence of uν (f) and ũν (f) as well as for the L1 [0, X]-convergence of sν (f) and ν(f) to f as ν← ∞, where 0 < X < ∞ is fixed. On the other hand, in certain cases we conclude that sν(f) and ν(f) cannot belong to (L1 [0,∞). Conequently, it makes no sense to speak of their (L1 [0, ∞)-convergence as ν ← ∞.

As an intermediate tool, we use the Cesàro means of Fourier transforms. Then we prove Tauberian type results and apply Sidon type inequalities in order to obtain Tauberian conditions of Hardy-Karamata kind.

We extend these results to the complex Fourier transform defined by G(t):= , where g is L1- integrable over (−∞, ∞).

This paper considers analogs of results on integral operators studied by Hörmander. Using the sharp function introduced by Fefferman and Stein, we prove weighted norm inequalities on kernel operators which map an Lp space into an Lq space, with q not equal to p. The techniques recover known results about fractional integral operators and apply to multiplier operators which satisfy a generalization of the Hörmander multiplier condition.

The key theme is converse forms of criteria for deciding determinateness in the classical moment problem. A method of proof due to Koosis is streamlined and generalized giving a convexity condition under which moments satisfying implies that c a positive constant. A contrapositive version is proved under a rapid variation condition on f (x), generalizing a result of Lin. These results are used to obtain converses of the Stieltjes versions of the Carleman and Krein criteria. Hamburger versions are obtained which relax the symmetry assumption of Koosis and Lin, respectively. A sufficient condition for Stieltjes determinateness of a discrete law is given in terms of its mass function. These criteria are illustrated through several examples.