Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges

被引:0
作者
David Weisbart
机构
[1] University of California,Department of Mathematics
来源
Journal of Theoretical Probability | 2022年 / 35卷
关键词
Exit probabilities; Brownian motion; -Adic diffusion; Brownian bridges; 60G22; 60B15;
D O I
暂无
中图分类号
学科分类号
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:19
相关论文
共 31 条
[1]  
Albeverio S(2000)Finite-dimensional approximations of operators in the Hilbert spaces of functions on locally compact abelian groups Acta Appl. Math. 64 33-73
[2]  
Gordon EI(1994)A random walk on Stochastic Process. Appl. 5 1-22
[3]  
Khrennikov AYu(2009)-adics - the generator and its spectrum Proc. Steklov Inst. Math. 265 75-81
[4]  
Albeverio S(1999)On the ultrametricity of the fluctuation dynamic mobility of protein molecules J. Phys. A 32 8785-8791
[5]  
Karwowski W(1999)Application of Dokl. Akad. Nauk 368 164-167
[6]  
Avetisov VA(2003)-adic analysis to models of breaking of replica symmetry J. Phys. A 36 4239-4246
[7]  
Bikulov AKh(2017)Description of logarithmic relaxation by a model of a hierarchical random walk Rev. Math. Phys. 29 1750016-402
[8]  
Avetisov VA(2019)-Adic description of characteristic relaxation in complex systems Commun. Math. Phys. 369 371-144
[9]  
Bikulov AKh(1956)Brownian motion and finite approximations of quantum systems over local fields Theory Prob. Appl. 1 140-648
[10]  
Kozyrev SV(1994)-Adic Brownian motion as a limit of discrete time random walks Rev. Math. Phys. 6 621-1280