Related papers: Intertwining certain fractional derivatives
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between $*$-representations, which provides (generalized)…
The technique of differential intertwining operators (or Darboux transformation operators) is systematically applied to the one-dimensional Dirac equation. The following aspects are investigated: factorization of a polynomial of Dirac…
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…
The traces over infinite dimensional representations of the central extended Yangian double for the product of operators which intertwine these representations are calculated. For the special combinations of the intertwining operators the…
We consider the integral and derivative operators of tempered fractional calculus, and examine their analytic properties. We discover connections with the classical Riemann-Liouville fractional calculus and demonstrate how the operators may…
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…
In this work, we consider the Dunkl complex reflection operators related to the group $G(m,1,N)$ in the complex plane \begin{align*} T_i=\frac{\partial}{\partial z_i}+k_0\sum_{j\neq i}\sum_{r=0}^{m-1}\frac{1-s_i^{-r}(i,j)s_i^r}…
This paper provides a probabilistic approach to solve linear equations involving Caputo and Riemann-Liouville type derivatives. Using the probabilistic interpretation of these operators as the generators of interrupted Feller processes, we…
By developing new techniques we establish local existence and uniqueness theorems for an initial value problem involving a nonlinear equation in the sense of Riemann-Liouville fractional derivative in the case that the nonlinear function on…
A distributional equation as a criterion for invariant measures of Markov processes associated to L\'evy-type operators is established. This is obtained via a characterization of infinitesimally invariant measures of the associated…
The intertwining operator technique is applied to difference Schroedinger equations with operator-valued coefficients. It is shown that these equations appear naturally when a discrete basis is used for solving a multichannel Schroedinger…
In this paper, we establish several inequalities for different convex mappings that are connected with the Riemann-Liouville fractional integrals. Our results have some relationships with certain integral inequalities in the literature.
We introduce a family of differential-reflection operators $\Lambda_{A, \varepsilon}$ acting on smooth functions defined on $\mathbb R.$ Here $A$ is a Strum-Liouville function with additional hypotheses and $\varepsilon\in \mathbb R.$ For…
We study the fundamental problem of the calculus of variations with variable order fractional operators. Fractional integrals are considered in the sense of Riemann-Liouville while derivatives are of Caputo type.
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
We give an interpretation of the bilateral exit problem for L\'{e}vy processes via the study of an elementary Markov chain. We exhibit a strong connection between this problem and Krein's theory on strings. For instance, for symmetric…
We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a…
We study Fourier multipliers resulting from martingale transforms of general L\'evy processes.