A survey on fuzzy fractional differential and optimal control nonlocal evolution equations

We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations. Optimality and relaxation of multiple control problems, described by nonlinear fractional differential equations with nonlocal control conditions in Banach spaces, are considered.Comment: This is a preprint of a paper whose final and definite form is with 'Journal of Computational and Applied Mathematics', ISSN: 0377-0427. Submitted 17-July-2017; Revised 18-Sept-2017; Accepted for publication 20-Sept-2017. arXiv admin note: text overlap with arXiv:1504.0515

Discretely sampled signals and the rough Hoff process

We introduce a canonical method for transforming a discrete sequential data set into an associated rough path made up of lead-lag increments. In particular, by sampling a $d$-dimensional continuous semimartingale $X:[0,1] \rightarrow \mathbb{R}^d$ at a set of times $D=(t_i)$, we construct a piecewise linear, axis-directed process $X^D: [0,1] \rightarrow\mathbb{R}^{2d}$ comprised of a past and future component. We call such an object the Hoff process associated with the discrete data $\{X_{t}\}_{t_i\in D}$. The Hoff process can be lifted to its natural rough path enhancement and we consider the question of convergence as the sampling frequency increases. We prove that the It\^{o} integral can be recovered from a sequence of random ODEs driven by the components of $X^D$. This is in contrast to the usual Stratonovich integral limit suggested by the classical Wong-Zakai Theorem. Such random ODEs have a natural interpretation in the context of mathematical finance

Multiple solutions of nonlinear equations involving the square root of the Laplacian

In this paper we examine the existence of multiple solutions of parametric fractional equations involving the square root of the Laplacian $A_{1/2}$ in a smooth bounded domain $\Omega\subset \mathbb{R}^n$ ($n\geq 2$) and with Dirichlet zero-boundary conditions, i.e. \begin{equation*} \left\{ \begin{array}{ll} A_{1/2}u=\lambda f(u) & \mbox{ in } \Omega\\ u=0 & \mbox{ on } \partial\Omega. \end{array}\right. \end{equation*} The existence of at least three $L^{\infty}$-bounded weak solutions is established for certain values of the parameter $\lambda$ requiring that the nonlinear term $f$ is continuous and with a suitable growth. Our approach is based on variational arguments and a variant of Caffarelli-Silvestre's extension method