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Fundamentalnaya i Prikladnaya Matematika, 2013, Volume 18, Issue 2, Pages 197–207
(Mi fpm1510)
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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
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.
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
Linking options:
https://www.mathnet.ru/eng/fpm1510 https://www.mathnet.ru/eng/fpm/v18/i2/p197
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Abstract page: | 256 | Full-text PDF : | 108 | References: | 39 | First page: | 2 |
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