FRACTIONAL CALCULUS IN PROBABILITY
Abstract: Operators and are defined on i.d.p.m.’s on a Banach space in such
a way that they stand for some analogues of fractional integration and differentiation on
functions. Further, we apply the theory to give a new characterization of stable measures and
Gaussian measures on Banach spaces.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -