Intertwining certain fractional derivatives
Patie, Pierre ; Simon, Thomas
arXiv, 1008.4713 / Harvested from arXiv
Text on arXiv
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 L\'evy processes. An alternative approach based on recurrent extensions of positive self-similar Markov processes and exponential functionals of L\'evy processes is also discussed.
Publié le : 2010-08-27
Classification:  Mathematics - Probability,  60G18, 60G51, 60J25, 26A33, 33E12 
@article{1008.4713,
     author = {Patie, Pierre and Simon, Thomas},
     title = {Intertwining certain fractional derivatives},
     journal = {arXiv},
     volume = {2010},
     number = {0},
     year = {2010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1008.4713}
}

Patie, Pierre; Simon, Thomas. Intertwining certain fractional derivatives. arXiv, Tome 2010 (2010) no. 0, . http://gdmltest.u-ga.fr/item/1008.4713/