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 integrationfractional derivativeMarkov semigroupintertwiningpseudo-inverse

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(8)

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

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