Application of p-adic analysis methods in describing Markov processes on ultrametric spaces isometrically embedded into Q_p

DOI10.1134/S2070046615020041MaRDI QIDQ498712zbMATH OpenOpenAlexFDO

Authors Albert Kh. Bikulov, A. P. Zubarev

Publication date 29 September 2015

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

Full work available at URL https://arxiv.org/abs/1504.03629

zbMATH Keywords

pseudo-differential operatorisometric embeddingultrametric spacesKolmogorov-Feller equation\(p\)-adic analysisstationary Markov processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Pseudodifferential operators as generalizations of partial differential operators (35S05) Non-Archimedean analysis (26E30)

Abstract: We propose a method for describing stationary Markov processes on the class of ultrametric spaces $mathbbU$ isometrically embeddable in the field $mathbb{Q}_p$ of $p$-adic numbers. This method is capable of reducing the study of such processes to the investigation of processes on $mathbb{Q}_p$. Thereby the traditional machinery of $p$-adic mathematical physics can be applied to calculate the characteristics of stationary Markov processes on such spaces. The Cauchy problem for the Kolmogorov-Feller equation of a~stationary Markov process on such spaces is shown as being reducible to the Cauchy problem for a pseudo-differential equation on $mathbb{Q}_p$ with non-translation-invariant measure $mleft(xight)d_{p}x$. The spectrum of the pseudo-differential operator of the Kolmogorov-Feller equation on $mathbb{Q}_p$ with measure $mleft(xight)d_{p}x$ is found. Orthonormal basis of real valued functions for $L^{2}left(mathbb{Q}_p,mleft(xight)d_{p}xight)$ is constructed from the eigenfunctions of this operator.

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Cited in

(5)

• Model of \(p\)-adic random walk in a potential
• A method for solving the \(p\)-adic Kolmogorov-Feller equation for an ultrametric random walk in an axially symmetric external field
• Complete systems of eigenfunctions of the Vladimirov operator in \(L^2(B_r)\) and \(L^2(\mathbb{Q}_p)\)
• Hörmander classes of pseudo-differential operators over the compact group of \(p\)-adic integers
• New bases in the space of square integrable functions on the field of \(p\)-adic numbers and their applications

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