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Fundamentalnaya i Prikladnaya Matematika, 2013, Volume 18, Issue 2, Pages 197–207 (Mi fpm1510)  

A method for solving the $p$-adic Kolmogorov–Feller equation for an ultrametric random walk in an axially symmetric external field

O. M. Sizovaab

a N. N. Semenov Institute of Chemical Physics of the Russian Academy of Sciences, Moscow, Russia
b M. V. Lomonosov Moscow State University, Moscow, Russia
References:
Abstract: A method for solving the Kolmogorov–Feller equation for an ultrametric random walk in an axially symmetric external field is considered. The transition function $w(y\mid x)$, $x,y\in\mathbb Q_p$, of the process under consideration is nonsymmetric and depends on the norm of $p$-adic arguments. It is proved for the transition functions of the form $w(y\mid x)=\rho(|x-y|_p)\varphi(|x|_p)$ that solving the $p$-adic Kolmogorov–Feller equation for a random walk in a $p$-adic ball of radius $p^R$ reduces to solving a system of $R+1$ ordinary differential equations.
English version:
Journal of Mathematical Sciences (New York), 2014, Volume 203, Issue 6, Pages 884–891
DOI: https://doi.org/10.1007/s10958-014-2180-9
Bibliographic databases:
Document Type: Article
UDC: 517.958+519.2
Language: Russian
Citation: O. M. Sizova, “A method for solving the $p$-adic Kolmogorov–Feller equation for an ultrametric random walk in an axially symmetric external field”, Fundam. Prikl. Mat., 18:2 (2013), 197–207; J. Math. Sci., 203:6 (2014), 884–891
Citation in format AMSBIB
\Bibitem{Siz13}
\by O.~M.~Sizova
\paper A~method for solving the $p$-adic Kolmogorov--Feller equation for an ultrametric random walk in an axially symmetric external field
\jour Fundam. Prikl. Mat.
\yr 2013
\vol 18
\issue 2
\pages 197--207
\mathnet{http://mi.mathnet.ru/fpm1510}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3431796}
\transl
\jour J. Math. Sci.
\yr 2014
\vol 203
\issue 6
\pages 884--891
\crossref{https://doi.org/10.1007/s10958-014-2180-9}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84922079018}
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    Фундаментальная и прикладная математика
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    References:39
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