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Fractional Intertwinings Between Two Markov Semigroups

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Abstract

We define the notion of α-intertwining between two Markov Feller semigroups on \({\mathbb R}_+\) 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).

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Authors and Affiliations

  1. Laboratoire d’Analyse et Probabilités, Université d’Évry - Val d’Essonne, Boulevard F. Mitterrand, 91025, Évry Cedex, France

    F. Hirsch

  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

    M. Yor

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  1. F. Hirsch
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  2. M. Yor
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Correspondence to F. Hirsch.

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Hirsch, F., Yor, M. Fractional Intertwinings Between Two Markov Semigroups. Potential Anal 31, 133–146 (2009). https://doi.org/10.1007/s11118-009-9128-6

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  • DOI: https://doi.org/10.1007/s11118-009-9128-6

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