# Questions tagged [integration]

Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

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### An inequality involving fractional Laplacian

I have to prove that for $s\in(0,1)$, $u\in\mathcal{S}(\mathbb{R}^n)$, (i.e. $u$ is a Schwartz function): $$|(-\Delta)^su(x)|\leq c_{n,s}|x|^{-n-2s},\quad\forall x\in\mathbb{R}^n\setminus B_1(0),$$ ...
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### Extending gauge integral to higher dimensions/spaces and analogue of Riemann rearrangement theorem for it

The gauge/Henstock-Kurzweil integral allows for the integration of a very large set of functions in $\Bbb R$, at the cost of many of the nice properties of Lebesgue integration, of which it is a ...
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### More or less universal formula for regularization of divergent integrals?

Is there a simple formula that would produce the regularized value for the most common divergent integrals? I know, there is a formula for Cesaro integration, but it is applicable only to Cesaro-...
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### Conditions for continuity of an integral functional

Let $X$ be a metric space, $\nu,\mu$ be Borel measures on $X$, $f:X\times \mathbb{R}\rightarrow [0,\infty)$ be a measurable function. Under what conditions is the integral functional $F_f$, defined ...
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### Asymptotic behaviour of an integral. How should I proceed?

Let us consider the following SDE: $$dY_t=b(Y_t)dt+\sigma(Y_t)dW_t\tag{1}$$ with $b, \sigma: (l, r)\to\mathbb{R}$, $−\infty \leq l < r \leq \infty$ bounded functions on compact intervals of $(l, r)$...
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### Formally confirm a formula for a certain three-dimensional constrained integral over the unit cube

The result of the three-dimensional constrained integration (for the Hilbert-Schmidt two-qubit absolute separability probability) over the unit cube $[0,1]^3$ \begin{equation} \label{one} \int_0^1 \...
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### A Bessel-like integral

I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $0\le\lambda\le1$, $p\ge0$, $q\ge0$ are ...
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### Modified energy method for transformed Fokker-Planck equation (tricky integration by parts…)

I came across Villani's paper titled "Hypocoercive diffusion operators" and couldn't figure out a computation that is skipped in that paper. Specifically, consider the following transformed ...
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### On properties on a certain functional

Consider the following function: $$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$ Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant. The following three conditions ...