Problem of the first passage time for p-adic diffusion

DOI10.1134/S2070046610020019MaRDI QIDQ1760220zbMATH OpenFDO

Authors Albert Kh. Bikulov

Publication date 13 November 2012

Published in \(p\)-Adic Numbers, Ultrametric Analysis, and Applications (Search for Journal in Brave)

zbMATH Keywords

first passage time\(p\)-adic diffusionLevy process on \(p\)-adic numbers

Mathematics Subject Classification ID

Diffusion processes (60J60) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Recommendations

• First passage time distribution and the number of returns for ultrametric random walks
• Ultrametric diffusion, exponential landscapes, and the first passage time problem
• Semi-linear Cauchy problem and Markov process associated with a \(p\)-adic non-local ultradiffusion operator
• The problem of the first passage time for some elliptic pseudodifferential operators over the \(p\)-adics
• \(p\)-adic Markov process and the problem of first return over balls

Cites work

• scientific article; zbMATH DE number 53251 (Why is no real title available?)
• scientific article; zbMATH DE number 193759 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3300740 (Why is no real title available?)
• p-adic description of characteristic relaxation in complex systems
• p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes
• A random walk on \(p\)-adics -- the generator and its spectrum
• Application ofp-adic analysis to models of breaking of replica symmetry
• First passage time distribution and the number of returns for ultrametric random walks
• Pseudo-differential equations and stochastics over non-Archimedean fields

Cited in

(9)

• Ultrametric diffusion, exponential landscapes, and the first passage time problem
• Some time estimates of Lévy process on \(p\)-adics
• The sojourn time problem for a \(p\)-adic random walk and its applications
• The problem of the first passage time for some elliptic pseudodifferential operators over the \(p\)-adics
• Semi-linear Cauchy problem and Markov process associated with a \(p\)-adic non-local ultradiffusion operator
• \(p\)-adic Markov process and the problem of first return over balls
• Local properties of Lévy processes on a totally disconnected group
• First passage time distribution and the number of returns for ultrametric random walks
• \(p\)-adic Brownian motion is a scaling limit

This page was built for publication: Problem of the first passage time for \(p\)-adic diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1760220)