Related papers: Intertwining certain fractional derivatives
This a free translation with additional explanations of {\em Processus \`a Accroissement Independants Chapitre I: La D\'ecomposition de Paul L\'evy}, by J.L. Bretagnolle, in {\em Ecole d'Et\'e de Probabilit\'es}, Lecture Notes in…
Most of the special functions of mathematical physics are connected with the representation of Lie groups. The action of elements $D$ of the associated Lie algebras as linear differential operators gives relations among the functions in a…
We develop the algebraic approach to duality, more precisely to intertwinings, within the context of particle systems in general spaces, focusing on the $\mathfrak{su}(1,1)$ current algebra. We introduce raising, lowering, and neutral…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…
We consider isotropic L\'evy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued L\'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to…
The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…
We find the adjoint of the Askey-Wilson divided difference operator with respect to the inner procuct on L^2(-1,1,(1-x^2)^-1/2 dx) defined as a Cauchy principle value and show that the Askey-Wilson polynomials are solutions of a…
This text is written based on the author's publications during the period from 1991 to 2001. The work is devoted to the theory of Markov intertwining operators and joinings of measure-preserving group actions, as well as to their…
The Dunkl operators associated to a dihedral group are a pair of differential-difference operators that generate a commutative algebra acting on differentiable functions in $\mathbb{R}^2$. The intertwining operator intertwines between this…
We continue the investigation of the central extended Yangian double [S. Khoroshkin, q-alg/9602031]. In this paper we study the intertwining operators for certain infinite dimensional representations of $\Yd$, which are deformed analogs of…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
The goal of this communication is to propose a generalized notion of the "traditional derivative". This generalization includes the fractional derivatives such as the Riemann-Liouville, Gruenwald-Letnikov, Weyl, Riesz, Caputo, Marchaud…
The paper deals with singular Sturm-Liouville expressions with matrix-valued distributional coefficients. Due to a suitable regularization, the corresponding operators are correctly defined as quasi-differentials. Their resolvent…
An attempt is given to formulate the extensions of the KP hierarchy by introducing fractional order pseudo-differential operators. In the case of the extension with the half-order pseudo-differential operators, a system analogous to the…
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…
This paper is in concern with Cauchy problems involving the fractional derivatives with respect to another function. Results of existence, uniqueness, and Taylor series among others are established in appropriate functional spaces. We prove…
In [1], an operator was introduced which acts parallel to the Riemann-Liouville differintegral on a transformation of the space of real analytic functions and commutes with itself. This paper aims to extend the technique - and its defining…
Let $\Phi:V\to V\otimes U$ be an intertwining operator between representations of a simple Lie algebra (quantum group, affine Lie algebra). We define its generalized character to be the following function on the Cartan subalgebra with…
The representations of the kernels of the transmutation operator and of its inverse relating the one-dimensional Schr\"odinger operator with the second derivative are obtained in terms of the eigenfunctions of a corresponding…