Problem of the first passage time for p-adic diffusion
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Problem of the first passage time for \(p\)-adic diffusion
The author investigates certain Levy processes \((X_t)_t\) on the totally disconnected group of \(p\)-adic numbers where the generators of the associated transition semigroups are Vladimirov pseudodifferential operators; these processes are often called \(p\)-adic diffusions. In particular, hitting times \(\tau_B\) for certain balls \(B\) and these processes as well as the associated mean distribution functions of the stopped process \(X_\tau\) are studied.
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Cites work
- 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
- 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?)
- Pseudo-differential equations and stochastics over non-Archimedean fields
Cited in
(11)- Ultrametric diffusion, exponential landscapes, and the first passage time problem
- Local properties of Lévy processes on a totally disconnected group
- \(p\)-adic Markov process and the problem of first return over balls
- The sojourn time problem for a p-adic random walk and its applications
- 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
- Some time estimates of Lévy process on p-adics
- First passage time distribution and the number of returns for ultrametric random walks
- p-adic Brownian motion is a scaling limit
- Brownian motion in the p-adic integers is a limit of discrete time random walks
- Classical first passage problems for p-adic stochastic processes
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