Elements of fractional calculus. Fractional integrals

Abstract

The paper is devoted to the basic properties of fractional integrals. It is a survey of the well-known properties of fractional integrals, however, the authors tried to present the known information about fractional integrals as short and transparently as possible. We introduce fractional integrals on the compact interval and on the semi-axes, consider the famous Hardy-Littlewood theorem and other properties of integrability of fractional integrals. Among other basic properties, we consider Holder continuity and establish to what extent fractional integration increases the smoothness of the integrand. Also, we establish continuity of fractional integrals according to the index of fractional integration, both at strictly positive value and at zero. Then we consider properties of restrictions of fractional integrals from semi-axes on the compact interval. Generalized Minkowsky inequality is applied as one of the important tools. Some examples of calculating fractional integrals are provided.