Testing long memory based on a discretely observed process

In this paper we consider the problem of testing long memory for a continuous time process based on high frequency data. We provide two test statistics to distinguish between a semimartingale and a fractional integral process with jumps, where the integral is driven by a fractional Brownian motion with long memory. The small–sample performances of the statistics are evidenced by means of simulation studies. The real data analysis shows that the fractional integral process with jumps can capture the long memory of some financial data.     

Fractal dimensions of fractional integral of continuous functions

In this paper,we mainly explore fractal dimensions of fractional calculus of continuous functions defined on closed intervals.Riemann–Liouville integral of a continuous function f(x) of order v(v0) which is written as D~(-v) f(x) has been proved to still be continuous and bounded.Furthermore,upper box dimension of D~(-v) f(x) is no more than 2 and lower box dimension of D~(-v) f(x) is no less than 1.If f(x) is a Lipshciz function,D~(-v) f(x) also is a Lipshciz function.While f(x) is differentiable on [0,1],D~(-v) f(x) is differentiable on [0,1] too.With definition of upper box dimension and further calculation,we get upper bound of upper box dimension of Riemann–Liouville fractional integral of any continuous functions including fractal functions.If a continuous function f(x) satisfying H?lder condition,upper box dimension of Riemann–Liouville fractional integral of f(x) seems no more than upper box dimension of f(x).Appeal to auxiliary functions,we have proved an important conclusion that upper box dimension of Riemann–Liouville integral of a continuous function satisfying H?lder condition of order v(v0) is strictly less than 2-v.Riemann–Liouville fractional derivative of certain continuous functions have been discussed elementary.Fractional dimensions of Weyl–Marchaud fractional derivative of certain continuous functions have been estimated.     

Boundedness for multilinear fractional integral operators on Herz type spaces

In this paper the boundedness for the multilinear fractional integral operator Iα^（m） on the product of Herz spaces and Herz-Morrey spaces are founded, which improves the Hardy- Littlewood-Sobolev inequality for classical fractional integral Iα. The method given in the note is useful for more general multilinear integral operators.     

FRACTIONAL INTEGRAL AND FRACTAL FUNCTION

In this paper, the relationship between Riemann-Liouville fractional integral and the box-counting dimension of graphs of fractal functions is discussed.     

A Geometric Based Connection between Fractional Calculus and Fractal Functions

Establishing the accurate relationship between fractional calculus and fractals is an important research content of fractional calculus theory. In the present paper, we investigate the relationship between fractional calculus and fractal functions, based only on fractal dimension considerations. Fractal dimension of the Riemann–Liouville fractional integral of continuous functions seems no more than fractal dimension of functions themselves. Meanwhile fractal dimension of the Riemann–Liouville f...     

Weighted boundedness of some integral operators on weighted λ-central Morrey space

In this paper, the authors prove the weighted boundedness of singular integral and fractional integral with a rough kernel on the weighted λ-central Morrey space. Moreover, the weighted estimate for commutators of singular integral with a rough kernel on the weightedλ-central Morrey space is also given.     

Spectral Collocation Method for Caputo Fractional Multi-point Value Problems北大核心CSCD

Spectral collocation method is investigated for the nonlinear Caputo fractional multi-point value problems. The main idea of the presented method is to solve the corresponding nonlinear weakly singular Volterra–Fredholm integral equations obtained from the nonlinear Caputo fractional multi-point value problems. In order to carry out convergence analysis for the presented method, we investigate the Gronwall type inequality with Volterra–Fredholm integral terms. The provided convergence analysis shows that the presented method has spectral convergence, which is confirmed by the provided numerical experiments. At present, numerical methods for fractional multi-point value problems are rarely studied. The method and convergence analysis in this paper are useful references for the researches of related subjects. © 2022 Chinese Academy of Sciences. All rights reserved.     

Box Dimension of Weyl Fractional Integral of Continuous Functions with Bounded Variation

We know that the Box dimension of f(x) ∈ C~1[0,1] is 1. In this paper, we prove that the Box dimension of continuous functions with bounded variation is still1. Furthermore, Box dimension of Weyl fractional integral of above function is also 1.     

CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM

In this article, we study the rate of convergence of the polygonal approximation to multiple stochastic integral Sp （f） of fractional Brownian motion of Hurst parameter H 〈 1/2 when the fractional Brownian motion is replaced by its polygonal approximation. Under different conditions on f and for different p, we obtain different rates.     

λ-central BMO estimates for commutators of singular integral operators with rough kernels

The authors establish λ-central BMO estimates for commutators of singular integral operators with rough kernels on central Morrey spaces. Moreover, the boundedness of a class of multisublinear operators on the product of central Morrey spaces is discussed. As its special cases, the corresponding results of multilinear Calderon-Zygmund operators and multilinear fractional integral operators can be deduced, resDectivelv.     

广义分数次积分算子在加权Herz型Hardy空间的有界性

利用加权Herz型Hardy空间的原子分解理论,讨论了广义分数次积分算子Tl从加权Lp空间到加权Lq空间,以及从加权Herz型Hardy空间到加权Herz空间的有界性问题.将已有的分数次积分算子的结论推广到广义分数次积分算子的情形.     

Boundedness of Fractional Integrals with a Rough Kernel on the Pro duct Triebel-Lizorkin Spaces

By using the Littlewood-Paley decomposition and the interpolation the-ory, we prove the boundedness of fractional integral on the product Triebel-Lizorkin spaces with a rough kernel related to the product block spaces.     

分数次积分交换子的加权Hardy型估计

本文研究了分数次积分交换子的加权Hardy型估计.利用加权Hardy空间的原子分解理论,得到了分数次积分算子与加权Lipschitz函数生成的交换子在加权Hardy空间上的有界性质,推广了陆善镇等在2002年中国科学A上的结果.     

一类分数次积分算子在Herz型Hardy空间上的有界性

通过放宽尺寸条件,得到了一类具有分数次积分性质的次线性算子从Herz型Hardy空间到(弱)Herz型Hardy空间有界性的判定条件,以及端点处的弱型估计.     

各向异性Hardy空间的分子特征及其应用

给定一个扩张矩阵A,得到了某些伴随于A的各向异性Hardy空间Hp(Rn)的分子特征刻画.作为其应用,还研究了与A相关的Calderón-Zygmund奇异积分算子和分数次积分算子在各向异性Hardy空间的有界性.     

Boundedness of fractional integral operators on α-modulation spaces

In this paper, we obtain the boundedness of the fractional integral operators, the bilinear fractional integral operators and the bilinear Hilbert transform on α-modulation spaces.     

λ-Central BMO estimates for multilinear commutators of fractional integrals

The author establishes λ-central BMO estimates for commutators of multilinear fractional integral operators on central Morrey spaces.     

Characterizations of Function Spaces via Boundedness of Commutators

In this paper, we give some creative characterizations of Campanato spaces via the boundedness of commutators associated with the Calder ′on-Zygmund singular integral operator, fractional integrals and Hardy type operators. Furthermore, we put forward a few problems on the characterizations of Campanato type spaces via the boundedness of commutators.     

分数次积分交换子在Vilenkin群Morrey空间上的有界性

在Vilenkin群上研究了分数次积分与BMO的交换子在Lp空间和Morrey空间上的有界性质.