Intertwining Certain Fractional Derivatives
نویسنده
چکیده
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.
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