Intertwining certain fractional derivatives
arXiv:1008.4713
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 Lévy processes. An alternative approach based on recurrent extensions of positive self-similar Markov processes and exponential functionals of Lévy processes is also discussed.