Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges

DOI10.1007/S10959-021-01099-0MaRDI QIDQ6338097arXivFDO

Authors David Weisbart

Publication date 5 April 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10959-021-01099-0

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Fractional processes, including fractional Brownian motion (60G22)

arXiv classification

math-phmath.MPmath.PR

Abstract: For each prime $p$, a diffusion constant together with a positive exponent specify a Vladimirov operator and an associated $p$-adic diffusion equation. The fundamental solution of this pseudo-differential equation gives rise to a measure on the Skorokhod space of $p$-adic valued paths that is concentrated on the paths originating at the origin. We calculate the first exit probabilities of paths from balls and estimate these probabilities for the brownian bridges.

This page was built for publication: Estimates of Certain Exit Probabilities for $p$-Adic Brownian Bridges

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6338097)