Related papers: Intertwining certain fractional derivatives
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
The Telegraph equation $(\partial_{t}^{\rho })^{2}u(x,t)+2\alpha \partial_{t}^{\rho }u(x,t)-u_{xx}(x,t)=f(x,t)$, where $0<t\leq T$ and $0<\rho<1$, with the Riemann-Liouville derivative is considered. Existence and uniqueness theorem for the…
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…
In the present paper, we investigate the fractional analog of the Sturm-Liouville problem on a metric graph using a combination of left Riemann-Liouville and right Caputo fractional derivatives. This combination creates a symmetric and…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…
We define the set of almost-intertwining matrices to be all triples(X,Y,Z) of n x n matrices for which XZ=YX+T for some rank one matrix T. A surprisingly simple formula is given for tau-functions of the KP hierarchy in terms of such…
Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous…
It is long known that quantum Calogero models feature intertwining operators, which increase or decrease the coupling constant by an integer amount, for any fixed number of particles. We name these as ``horizontal'' and construct new…
In this paper, we generalize the Riemann-Liouville differential and integral operators on the space of Henstock-Kurzweil integrable distributions, $D_{HK}$. We obtain new fundamental properties of the fractional derivative and integral, a…
We consider the so-called Dickman subordinator, whose Levy measure has density 1/x restricted to the interval (0,1). The marginal density of this process, known as the Dickman function, appears in many areas of mathematics, from number…
Fractional operators are widely used in mathematical models describing abnormal and nonlocal phenomena. Although there are extensive numerical methods for solving the corresponding model problems, theoretical analysis such as the regularity…
Markovian intertwining relations between two Markov semigroups are related to the partial inclusion of the spectra of their generators, at least for finite ergodic processes. We check the limitations of this observation by investigating the…
A class of quantum superintegrable Hamiltonians defined on a two-dimensional hyperboloid is considered together with a set of intertwining operators connecting them. It is shown that such intertwining operators close a su(2,1) Lie algebra…
We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…
We propose a theorem that extends the classical Lie approach to the case of fractional partial differential equations (fPDEs) of the Riemann--Liouville type in (1+1) dimensions.
We discuss the associativity or WDVV equations and demonstrate that they can be rewritten as certain functional relations between the {\it second} derivatives of a single function, similar to the dispersionless Hirota equations. The…