A random walk on p-adics--the generator and its spectrum
We construct a random walk with continuous time taking values in the p-adic numbers. We compute its transition semigroup and infinitesimal generator and exhibits its spectrum. We also give the associated Dirichlet form, which is of the jump type.
Year of publication: |
1994
|
---|---|
Authors: | Albeverio, Sergio ; Karwowski, Witold |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 53.1994, 1, p. 1-22
|
Publisher: |
Elsevier |
Keywords: | Random walk P-adics Generator Transition semigroup Infinitesimal generator Dirichlet form |
Saved in:
Saved in favorites
Similar items by person
-
Asymptotics and spectral results for random walks on p-adics
Albeverio, Sergio, (1999)
-
Urban growth processes joining cellular automata and multiagent systems. Part 1: theory and models
Vancheri, Alberto, (2008)
-
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL
ALBEVERIO, SERGIO, (2006)
- More ...