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Intertwining certain fractional derivatives (1008.4713v1)
Published 27 Aug 2010 in math.PR
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.
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