Intertwining certain fractional derivatives
Abstract
We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable Lévy processes. An alternative approach based on recurrent extensions of positive self-similar Markov processes and exponential functionals of Lévy processes is also discussed.
- Publication:
-
arXiv e-prints
- Pub Date:
- August 2010
- DOI:
- 10.48550/arXiv.1008.4713
- arXiv:
- arXiv:1008.4713
- Bibcode:
- 2010arXiv1008.4713P
- Keywords:
-
- Mathematics - Probability;
- 60G18;
- 60G51;
- 60J25;
- 26A33;
- 33E12
- E-Print:
- Potential Anal. 36, no. 4, 569-587, 2012