On fractional stochastic inequalities related to Hermite-Hadamard and Jensen types for convex stochastic processes (Q329403): Difference between revisions

Let \(X:I\times\Omega\to\mathbb R\) be a stochastic process with \(\mathbb E[X^2(t,\cdot)]<\infty\) for all \(t\in I\), and \[ \begin{aligned} \mathbb I^\alpha_{a^+}[X](t)&=\frac{1}{\Gamma(\alpha)}\int_a^t(t-s)^{\alpha-1}X(s,\cdot)\,ds,\;t>a,\\ \mathbb I^\alpha_{b^-}[X](t)&=\frac{1}{\Gamma(\alpha)}\int_t^b(s-t)^{\alpha-1}X(s,\cdot)\,ds,\;t<b \end{aligned} \] are the stochastic mean-square fractional integrals of \(X\) of order \(\alpha>0\) (see [\textit{F. M. Hafiz}, Stochastic Anal. Appl. 22, No. 2, 507--523 (2004; Zbl 1065.60031)]). In the context of the fractional integrals, the authors obtained Jensen-type and Hermite-Hadamard-type inequalities for convex and strongly convex mean-square continuous stochastic processes \(X\). Their inequalities generalize the corresponding results due to [\textit{D. Kotrys}, Aequationes Math. 83, No. 1--2, 143--151 (2012; Zbl 1244.26042; ibid. 86, No. 1--2, 91--98 (2013; Zbl 1297.60019))].