• Korean Journal of Mathematics
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• v.8 no.2
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• pp.127-134
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• 2000

Motivated by recent work of Uralegaddi and Sarangi[12], we aim at presenting here system study of novel subclass $R_{\alpha}[{\mu},{\beta},{\xi}]$ of prestarlike functions. Further using operators of fractional calculus, we have obtained distortion theorem for $R_{\alpha}[{\mu},{\beta},{\xi}]$. Lastly the extreme points of $R_{\alpha}[{\mu},{\beta},{\xi}]$ are obtained.

• Kyungpook Mathematical Journal
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• v.51 no.3
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• pp.241-250
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• 2011

In this paper, we define new classes of analytic functions using a general derivative operator which is a unification of the S$\breve{a}$l$\breve{a}$gean derivative operator, the Owa-Srivastava fractional calculus operator and the Al-Oboudi operator, and discuss some coefficient inequalities for functions belong to this classes.

• Bulletin of the Korean Mathematical Society
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• v.55 no.4
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• pp.1241-1261
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• 2018

We derive discrete time model of the geometric fractional Brownian motion. It provides numerical pricing scheme of financial derivatives when the market is driven by geometric fractional Brownian motion. With the convergence analysis, we guarantee the convergence of Monte Carlo simulations. The strong convergence rate of our scheme has order H which is Hurst parameter. To obtain our model we need to convert Wick product term of stochastic differential equation into Wick free discrete equation through Malliavin calculus but ours does not include Malliavin derivative term. Finally, we include several numerical experiments for the option pricing.

• Communications of the Korean Mathematical Society
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• v.32 no.3
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• pp.601-617
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• 2017

We give a function associated with generalized Ostrowski type inequality and its integral representation for local fractional calculus. Then, using this function and its integral representation, we establish several inequalities of generalized Ostrowski type for twice local fractional differentiable functions. We also consider some special cases of the main results which are further applied to a concrete function to yield two interesting inequalities associated with two generalized means.

• Communications of the Korean Mathematical Society
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• v.38 no.3
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• pp.755-772
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• 2023

Our aim is to establish certain image formulas of the (p, q)-extended modified Bessel function of the second kind M_ν,p,q(z) by employing the Marichev-Saigo-Maeda fractional calculus (integral and differential) operators including their composition formulas and using certain integral transforms involving (p, q)-extended modified Bessel function of the second kind M_ν,p,q(z). Corresponding assertions for the Saigo's, Riemann-Liouville (R-L) and Erdélyi-Kober (E-K) fractional integral and differential operators are deduced. All the results are represented in terms of the Hadamard product of the (p, q)-extended modified Bessel function of the second kind M_ν,p,q(z) and Fox-Wright function _rΨ_s(z).

• Honam Mathematical Journal
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• v.45 no.2
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• pp.340-358
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• 2023

This article establishes an equality for the case of twice-differentiable convex functions with respect to the conformable fractional integrals. With the help of this identity, we prove sundry midpoint-type inequalities by twice-differentiable convex functions according to conformable fractional integrals. Several important inequalities are obtained by taking advantage of the convexity, the Hölder inequality, and the power mean inequality. Using the specific selection of our results, we obtain several new and well-known results in the literature.

• Kyungpook Mathematical Journal
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• v.22 no.1
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• pp.15-19
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• 1982

• Bulletin of the Korean Mathematical Society
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• v.56 no.4
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• pp.977-992
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• 2019

Mittag-Leffler stability of nonlinear fractional nabla difference systems is defined and the Lyapunov direct method is employed to provide sufficient conditions for Mittag-Leffler stability of, and in some cases the stability of, the zero solution of a system nonlinear fractional nabla difference equations. For this purpose, we obtain several properties of the exponential and one parameter Mittag-Leffler functions of fractional nabla calculus. Two examples are provided to illustrate the applicability of established results.

• Korean Journal of Mathematics
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• v.31 no.2
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• pp.217-228
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• 2023

In this paper, an equality is established by twice-differentiable convex functions with respect to the conformable fractional integrals. Moreover, several Simpson-type inequalities are presented for the case of twice-differentiable convex functions via conformable fractional integrals by using the established equality. Furthermore, our results are provided by using special cases of obtained theorems.

• Journal of applied mathematics & informatics
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• v.37 no.5_6
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• pp.341-349
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• 2019

This paper is concerned to investigate M-Wright function, which was earlier known as transcendental function of the Wright type. M-Wright function is a special case of the Wright function given by British mathematician (E.Maitland Wright) in 1933. We have explored the cosequences of Riemann-Liouville Integral and Differential operators on M-Wright function. We have also evaluated integral transforms of the M-Wright function.