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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 5–37
(Mi znsl24)
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Jump processes in $Q_p$ associated with nonlinear pseudo-differential equations
S. A. Albeverioa, Ya. I. Belopol'skayab a University of Bonn, Institute for Applied Mathematics
b St. Petersburg State University of Architecture and Civil Engineering
Abstract:
We consider stochastic differential equations in the space $Q_p$ of $p-$adic numbers which associated with nonlinear pseudo-differential equations and systems of such equations. To this end we construct both scalar and matrix valued multiplicative functionals of $Q_p$-valued Markov processes and derive the probabilistic representations of the Cauchy problem solutions for nonlinear pseudo-differential equations and systems which extend the Feynman–Kac formula.
Received: 06.12.2007
Citation:
S. A. Albeverio, Ya. I. Belopol'skaya, “Jump processes in $Q_p$ associated with nonlinear pseudo-differential equations”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 5–37; J. Math. Sci. (N. Y.), 152:6 (2008), 799–816
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https://www.mathnet.ru/eng/znsl24 https://www.mathnet.ru/eng/znsl/v351/p5
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Abstract page: | 263 | Full-text PDF : | 92 | References: | 59 |
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