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Foundation of stochastic fractional calculus with fractional approximation of stochastic processes. (English) Zbl 1440.60048

Summary: 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 \(1\le q < \infty\) 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, \( \alpha > 0,\ \alpha \notin \mathbb{N}\). 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.

MSC:

60H07 Stochastic calculus of variations and the Malliavin calculus
60G22 Fractional processes, including fractional Brownian motion
60H30 Applications of stochastic analysis (to PDEs, etc.)
Full Text: DOI

References:

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