A~method for solving the $p$-adic Kolmogorov--Feller equation for an ultrametric random walk in an axially symmetric external field
Fundamentalʹnaâ i prikladnaâ matematika, Tome 18 (2013) no. 2, pp. 197-207
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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.
@article{FPM_2013_18_2_a15,
author = {O. M. Sizova},
title = {A~method for solving the $p$-adic {Kolmogorov--Feller} equation for an ultrametric random walk in an axially symmetric external field},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {197--207},
publisher = {mathdoc},
volume = {18},
number = {2},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a15/}
}
TY - JOUR AU - O. M. Sizova TI - A~method for solving the $p$-adic Kolmogorov--Feller equation for an ultrametric random walk in an axially symmetric external field JO - Fundamentalʹnaâ i prikladnaâ matematika PY - 2013 SP - 197 EP - 207 VL - 18 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a15/ LA - ru ID - FPM_2013_18_2_a15 ER -
%0 Journal Article %A O. M. Sizova %T A~method for solving the $p$-adic Kolmogorov--Feller equation for an ultrametric random walk in an axially symmetric external field %J Fundamentalʹnaâ i prikladnaâ matematika %D 2013 %P 197-207 %V 18 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a15/ %G ru %F FPM_2013_18_2_a15
O. M. Sizova. A~method for solving the $p$-adic Kolmogorov--Feller equation for an ultrametric random walk in an axially symmetric external field. Fundamentalʹnaâ i prikladnaâ matematika, Tome 18 (2013) no. 2, pp. 197-207. http://geodesic.mathdoc.fr/item/FPM_2013_18_2_a15/