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Intertwining certain fractional operators

par Patie, Pierre ;Simon, Thomas
Référence Potential analysis, 36, 4, page (569-587)
Publication Publié, 2012-05

Article révisé par les pairs

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Résumé :

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 discussed. © 2011 Springer Science+Business Media B.V.