Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges

被引:7
作者
Weisbart, David [1 ]
机构
[1] Univ Calif Riverside, Dept Math, Riverside, CA 92521 USA
关键词
Exit probabilities; Brownian motion; p-Adic diffusion; Brownian bridges; APPROXIMATIONS; RELAXATION; OPERATORS; FIELD;
D O I
10.1007/s10959-021-01099-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:1878 / 1897
页数:20
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