Fractional intertwinings between two Markov semigroups

DOI10.1007/S11118-009-9128-6MaRDI QIDQ2390986zbMATH OpenOpenAlexFDO

Authors Francis Hirsch, Marc Yor

Publication date 10 August 2009

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-009-9128-6

zbMATH Keywords

fractional derivativefractional integrationintertwiningMarkov semigrouppseudo-inverse

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Markov semigroups and applications to diffusion processes (47D07) Fractional processes, including fractional Brownian motion (60G22)

Review text

Here the authors define \(D^\alpha\) and \(V^\alpha\) \((\alpha\in(0,1])\) in the sense of fractional powers of closed operators due to \textit{A. V. Balakrishnan} [Pac. J. Math. 10, 419--437 (1960; Zbl 0103.33502)] and prove some equivalent forms of the \(\alpha\)-intertwining. The \(I\)-intertwining, in particular, is merely the intertwining via the first derivative operator which can be used in the study of the existence of pseudo-inverses.

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Cited in

(9)

• Beta-gamma random variables and intertwining relations between certain Markov processes
• On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes
• On interweaving relations
• Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
• Markov semi-groups associated with the complex unimodular group \(\mathrm{Sl}(2,{\mathbb{C}})\)
• Intertwining certain fractional derivatives
• Invariance formulas for stopping times of squared Bessel process
• scientific article; zbMATH DE number 816094 (Why is no real title available?)
• Stochastic duality of Markov processes: A study via generators

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