Intertwining certain fractional derivatives

DOI10.1007/s11118-011-9241-1zbMath1259.60040arXiv1008.4713OpenAlexW2029179665MaRDI QIDQ415349

Thomas Simon, Pierre Patie

Publication date: 8 May 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.4713

zbMATH Keywords

reflected processstable Lévy processintertwiningRiemann-Liouville fractional derivativerecurrent extension

Mathematics Subject Classification ID

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)

Related Items (19)

Reflected spectrally negative stable processes and their governing equations ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ Fractional partial differential equations with boundary conditions ⋮ On the self-decomposability of the Fréchet distribution ⋮ Convergence analysis of a finite difference scheme for a two-point boundary value problem with a Riemann-Liouville-Caputo fractional derivative ⋮ Multiple-relaxation-time lattice Boltzmann scheme for fractional advection-diffusion equation ⋮ An efficient numerical method for fractional advection-diffusion-reaction problem with RLC fractional derivative ⋮ Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space ⋮ Convergence Analysis of the Spectral Expansion of Stable Related Semigroups ⋮ Boundary conditions for fractional diffusion ⋮ Orthogonal intertwiners for infinite particle systems in the continuum ⋮ On interweaving relations ⋮ On exit time of stable processes ⋮ Reprint of: boundary conditions for fractional diffusion ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups ⋮ Spectral decomposition of fractional operators and a reflected stable semigroup ⋮ Boundary conditions for two-sided fractional diffusion

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