On generalized stochastic fractional integrals and related inequalities        
        
    
        Volume 5, Issue 4 (2018), pp. 471–481
            
    
                    Pub. online: 24 September 2018
                    
        Type: Research Article
            
                
            
Open Access
        
            
    
                Received
29 May 2018
                                    29 May 2018
                Revised
13 September 2018
                                    13 September 2018
                Accepted
13 September 2018
                                    13 September 2018
                Published
24 September 2018
                    24 September 2018
Abstract
The generalized mean-square fractional integrals ${\mathcal{J}_{\rho ,\lambda ,u+;\omega }^{\sigma }}$ and ${\mathcal{J}_{\rho ,\lambda ,v-;\omega }^{\sigma }}$ of the stochastic process X are introduced. Then, for Jensen-convex and strongly convex stochastic proceses, the generalized fractional Hermite–Hadamard inequality is establish via generalized stochastic fractional integrals.
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