Intertwining Certain Fractional Derivatives
نویسندگان
چکیده
منابع مشابه
Intertwining Certain Fractional Derivatives
We obtain an intertwining relation between some Riemann-Liouville operators of order α ∈ (1, 2), connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric α−stable Lévy processes. An alternative approach based on recurrent extensions of positive self-similar Markov processes and exponential functionals of Lévy processes is also ...
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ژورنال
عنوان ژورنال: Potential Analysis
سال: 2011
ISSN: 0926-2601,1572-929X
DOI: 10.1007/s11118-011-9241-1