Foundation of stochastic fractional calculus with fractional approximation of stochastic processes

被引:5
|
作者
Anastassiou, George A. [1 ]
机构
[1] Univ Memphis, Dept Math Sci, Memphis, TN 38152 USA
关键词
Stochastic positive linear operator; Fractional stochastic Korovkin theory and fractional inequalities; Fractional stochastic Shisha-Mond inequality; Stochastic modulus of continuity; Stochastic process; KOROVKIN; INEQUALITIES;
D O I
10.1007/s13398-020-00817-3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Here we consider and study very general stochastic positive linear operators induced by general positive linear operators that are acting on continuous functions. These are acting on the space of real fractionally differentiable stochastic processes. Under some very mild, general and natural assumptions on the stochastic processes we produce related fractional stochastic Shisha-Mond type inequalities of L-q-type 1 <= q<infinity and corresponding fractional stochastic Korovkin type theorems. These are regarding the stochastic q-mean fractional convergence of a sequence of stochastic positive linear operators to the stochastic unit operator for various cases. All convergences are produced with rates and are given via the fractional stochastic inequalities involving the stochastic modulus of continuity of the alpha-th fractional derivatives of the engaged stochastic process, alpha>0, alpha is not an element of N. The impressive fact is that the basic real Korovkin test functions assumptions are enough for the conclusions of our fractional stochastic Korovkin theory. We give applications to stochastic Bernstein operators.
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页数:32
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