Related papers: Non-Archimedean stochastic processes on non-Archim…

We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the…

An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…

We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order $k$ and and a fractional non-homogeneous P\'olya-Aeppli process of order $k$. We characterize these processes by deriving their non-local…

We construct p-adic Euclidean random fields {\Phi} over Q_{p}^{N}, for arbitrary N, these fields are solutions of p-adic stochastic pseudodifferential equations. From a mathematical perspective, the Euclidean fields are generalized…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…

In this paper, we study the geometry of non-Archimedean Gromov-Hausdorff metric. This is the first part of our series work, which we try to establish some facts about the counterpart of Gromov-Hausdorff metric in the non-Archimedean spaces.…

In this paper we study the Cauchy problem for new classes of parabolic type pseudodifferential equations over the rings of finite adeles and adeles. We show that the adelic topology is metrizable and give an explicit metric. We find…

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the "cloning" procedure of…

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

In the article random functions in modules over the octonion algebra and Cayley-Dickson algebras are investigated. For their study transition measures with values in the octonion algebra and Cayley-Dickson algebras are used. Stochastic…

The article is devoted to approximate, global and along curves differentiability of functions over non-archimedean infinite fields with non-trivial valuations. Fields with zero and non-zero characteristics are considered. Spaces of…

Lecture 1 discusses non-Archimedean analogs of classical complex function theory based on the Schnirelman integral. Lecture 2 discusses valuation (Newton) polygons and their consequences and presents a non-Archimedean analog of the…

Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…

We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, are characterized by a…