Intertwining certain fractional derivatives
From MaRDI portal
Publication:415349
DOI10.1007/S11118-011-9241-1zbMATH Open1259.60040arXiv1008.4713OpenAlexW2029179665MaRDI QIDQ415349FDOQ415349
Publication date: 8 May 2012
Published in: Potential Analysis (Search for Journal in Brave)
Abstract: We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L'evy processes. An alternative approach based on recurrent extensions of positive self-similar Markov processes and exponential functionals of L'evy processes is also discussed.
Full work available at URL: https://arxiv.org/abs/1008.4713
Recommendations
- Fractional integration and the hyperbolic derivative
- Fractional derivatives of certain special functions
- scientific article
- Fractional integrals and derivatives to a class of functions
- On fractional differentiation
- Interpolational Integral Continued Fractions
- Derivatives of fractional order of continuous functions
- ON FRACTIONAL INTEGRALS AND DERIVATIVES OF A FUNCTION WITH RESPECT TO ANOTHER FUNCTION
- scientific article; zbMATH DE number 2114318
- Fractional integration and differentiation of variable order
Riemann-Liouville fractional derivative[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=stable+L%EF%BF%BD%EF%BF%BDvy+process&go=Go stable L��vy process]intertwiningreflected processrecurrent extension
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Self-similar stochastic processes (60G18)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotics and Mellin-Barnes integrals
- Title not available (Why is that?)
- Exercises in Probability
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
- On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
- Conditioned stable Lévy processes and the Lamperti representation
- Exponential mixture representation of geometric stable distributions
- Semi-stable Markov processes. I
- Beta-gamma random variables and intertwining relations between certain Markov processes
- Recurrent extensions of self-similar Markov processes and Cramér's condition
- Law of the exponential functional of one-sided Lévy processes and Asian options
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
- Fractional intertwinings between two Markov semigroups
- Transmutation operators associated with a dunkl type differential-difference operator on the real line and certain of their applications
- Sur les fonctionnelles exponentielles de certains processus de lévy
- Title not available (Why is that?)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps
- On the existence of recurrent extensions of self-similar Markov processes
- Mittag-Leffler functions and stable Lévy processes without negative jumps
Cited In (21)
- Boundary conditions for two-sided fractional diffusion
- On interweaving relations
- Reprint of: boundary conditions for fractional diffusion
- Boundary conditions for fractional diffusion
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
- Stochastic Duality of Markov Processes: A Study Via Generators
- On the self-decomposability of the Fréchet distribution
- An efficient numerical method for fractional advection-diffusion-reaction problem with RLC fractional derivative
- Spectral decomposition of fractional operators and a reflected stable semigroup
- On exit time of stable processes
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups
- Convergence Analysis of the Spectral Expansion of Stable Related Semigroups
- Orthogonal intertwiners for infinite particle systems in the continuum
- Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Convergence analysis of a finite difference scheme for a two-point boundary value problem with a Riemann-Liouville-Caputo fractional derivative
- Adaptive-grid technique for the numerical solution of a class of fractional boundary-value-problems
- Fractional partial differential equations with boundary conditions
- Multiple-relaxation-time lattice Boltzmann scheme for fractional advection-diffusion equation
- A collocation method for an RLC fractional derivative two-point boundary value problem with a singular solution
- Reflected spectrally negative stable processes and their governing equations
This page was built for publication: Intertwining certain fractional derivatives
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q415349)
