Title

Foundation of stochastic fractional calculus with fractional approximation of stochastic processes

Abstract

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 Lq-type 1≤q<∞ 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 α-th fractional derivatives of the engaged stochastic process, α> 0 , α∉ 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.

Publication Title

Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas

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