Fractional Intertwinings Between Two Markov Semigroups |
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| Authors: | F Hirsch M Yor |
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| Institution: | (1) Laboratoire d’Analyse et Probabilités, Université d’évry - Val d’Essonne, Boulevard F. Mitterrand, 91025 évry Cedex, France;(2) Institut Universitaire de France / Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI et VII, 4 Place Jussieu - Case 188, 75252 Paris Cedex 05, France |
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| Abstract: | We define the notion of α-intertwining between two Markov Feller semigroups on  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).
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| Keywords: | Markov semigroup Intertwining Fractional derivative Fractional integration Pseudo-inverse |
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