Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields

• Date: 2004
• Main Authors: Il'chenko, S. A., Mishura, Yu. S., Ільченко, С. А., Мішура, Ю. С.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 2004
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3766
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We consider two-parameter fractional integrals and Weyl, Liouville, and Marchaut derivatives and substantiate some of their properties. We introduce the notion of generalized two-parameter Lebesgue-Stieltjes integral and present its properties and computational formulas for the case of differentiabl...