Intertwining certain fractional derivatives
Probability
2022-05-24 v1
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 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.
Cite
@article{arxiv.1008.4713,
title = {Intertwining certain fractional derivatives},
author = {Pierre Patie and Thomas Simon},
journal= {arXiv preprint arXiv:1008.4713},
year = {2022}
}