Fractional Intertwinings Between Two Markov Semigroups

被引：6

作者：

Hirsch, F. ^{[1
]}

Yor, M. ^{[2
,3
]}

机构：

[1] Univ Evry Val Essonne, Lab Anal & Probabilites, F-91025 Evry, France

[2] Univ Paris 06, Inst Univ France, Lab Probabilites & Modeles Aleatoires, F-75252 Paris 05, France

[3] Univ Paris 07, F-75252 Paris 05, France

来源：

POTENTIAL ANALYSIS | 2009年 / 31卷 / 02期

关键词：

Markov semigroup; Intertwining; Fractional derivative; Fractional integration; Pseudo-inverse; EXPONENTIAL WIENER FUNCTIONALS; PITMANS 2M-X THEOREM; OPERATORS; POWERS; ANALOG; LAWS;

D O I：

10.1007/s11118-009-9128-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We define the notion of alpha-intertwining between two Markov Feller semigroups on R+ and we give some examples. The 1-intertwining, in particular, is merely the intertwining via the first derivative operator. It can be used in the study of the existence of pseudo-inverses, a notion recently introduced by Madan et al. (2008) and Roynette and Yor (2008).

引用

页码：133 / 146

页数：14

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