\(p\)-adic elliptic quadratic forms, parabolic-type pseudodifferential equations with variable coefficients and Markov processes (Q2263128)

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\(p\)-adic elliptic quadratic forms, parabolic-type pseudodifferential equations with variable coefficients and Markov processes
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    \(p\)-adic elliptic quadratic forms, parabolic-type pseudodifferential equations with variable coefficients and Markov processes (English)
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    17 March 2015
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    In [Pseudo-differential equations and stochastics over non-Archimedean fields. New York, NY: Marcel Dekker (2001; Zbl 0984.11063)], \textit{A. N. Kochubei} presented a general theory for one-dimensional parabolic-type pseudodifferential equations with variable coefficients, whose fundamental solutions are transition density functions for Markov processes in the \(p\)-adic line. This theory depends heavily on an explicit formula for the Fourier transform of the Riesz kernel associated to the symbol of the Vladimirov pseudodifferential operator. Moreover, \(p\)-adic Markov processes, whose transition density functions are fundamental solutions of pseudodifferential equations of parabolic-type, have appeared in several new models of complex systems. Therefore, it is natural to try to develop a general \(n\)-dimensional \(p\)-adic theory for this type of equations. In this paper, the authors present four-dimensional analogs of the parabolic pseudodifferential equations studied by Kochubei [loc.\,cit.]. For that, they use the results they obtained in [\(p\)-Adic Numbers Ultrametric Anal. Appl. 5, No. 3, 177--193 (2013; Zbl 1301.47104)] related to the Riesz kernels and pseudodifferential operators associated to elliptic quadratic forms of dimension four, in particular their explicit formulas for the Fourier transform of those kernels. First, they study the Cauchy problem for pseudodifferential equations with constant coefficients and then the existence and uniqueness of the Cauchy problem for pseudodifferential equations with variable coefficients. Their fundamental solutions are \(p\)-adic transition density functions of bounded right-continuous Markov processes without second-kind discontinuities.
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    pseudodifferential operators
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    Markov processes, non-Archimedean analysis, \(p\)-adic fields
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