Intertwining certain fractional derivatives

Details Intertwining certain fractional derivatives Intertwining certain fractional derivatives

2010-08-27

arxiv.org/abs/1008.4713v1

Mathematics

Probability

Scientific paper

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.

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