In this paper, we obtain the extended Wright generalized Hypergeometric function using extended Beta function. We also obtain certain integral representations, Mellin transform and some derivative properties of extended Wright generalized Hypergeometric function. Further, we represent extended Wright generalized Hypergeometric function in the form of Laguerre polynomials and Whittaker function.

In a joint paper with Srivastava and Chopra, we introduced far-reaching generalizations of the extended Gammafunction, extended Beta function and the extended Gauss hypergeometric function. In this present paper, we extend the generalized Mittag–Leffler function by means of the extended Beta function. We then systematically investigate several properties of the extended Mittag–Leffler function,...

The main objective of this paper is to introduce k-fractional derivative operator by using the definition of k-beta function. We establish some results related to the newly defined fractional operator such as Mellin transform and relations to khypergeometric and k-Appell’s functions. Also, we investigate the k-fractional derivative of k-Mittag-Leffler and Wright hypergeometric functions.

The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific reference to factors of Wilks’ statistics and the product of generalized statistics.

The sum formula for multiple zeta values are derived, via the Mellin transform, from the Euler connection formula and the Landen connection formula for polylogarithms. These connection formulas for multiple polylogarithms will be considered in the framework of the theory of the formal Knizhnik-Zamolodchikov equation.

Lookback options, in the terminology of finance, are a type of exotic option with path dependency whose the payoff depends on the optimal (maximum or minimum) underlying asset’s price occurring over the life of the option. In this paper, we exploit Mellin transform techniques to find a closed-form solution for European lookback options in BlackScholes model.

In this paper, we define the generating functions for the generalized q-Stirling numbers of the second kind. By applying Mellin transform to these functions, we construct interpolation functions of these numbers at negative integers. We also derive some identities and relations related to q-Bernoulli numbers and polynomials and q-Stirling numbers of the second kind.

Some sharp inequalities of Grüss type for sequences of vectors in real or complex normed linear spaces are obtained. Applications for the discrete Fourier and Mellin transform are given. Estimates for polynomials with coefficients in normed spaces are provided as well.