相关论文: Application of $p$-adic analysis methods in descri…

We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…

In this paper we study a new class of pseudo-differential equations on functions of two $p$-adic variables. It is proved that the correspondent Cauchy problem has a unique solution. Some properties of this solution are studied, in…

The $p$-adic unitary operator $U$ is defined as an invertible operator on $p$-adic ultrametric Banach space such that $\left |U\right |=\left |U^{-1}\right |=1$. We point out $U$ has a spectral measure valued in $\textbf{projection…

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

As a stochastic model for quantum mechanics we present a stationary quantum Markov process for the time evolution of the Wigner function on a lattice phase space Z_N x Z_N with N odd. By introducing a phase factor extension to the phase…

In this paper pseudo-differential operators with negative definite symbols are used to construct time- and space-inhomogeneous Markov processes. This is achieved by using the Markov evolution system associated with the fundamental solution…

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

Motivated by the recently proven presence of ultrametricity in physical models (certain spin glasses) and the very recent study of Turing patterns on locally ultrametric state spaces, first non-autonomous diffusion operators on such spaces,…

A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…

Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra $\tilde K=\oplus_{i=1}^{\infty}K_i$ into a ring of (abelian) cohomologies of the one-parameter group $\alpha$ consisting of…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…

We will present versions of the Rellich-Kondrachov theorem for pseudo-differential operators acting on localizable Hardy spaces. One of the techniques includes boundedness properties for pseudodifferential operators with symbols in the…

A parametrised diffusion operator on the regular domain $\Omega$ of a $p$-adic Schottky group is constructed. It is defined as an integral operator on the complex-valued functions on $\Omega$ which are invariant under the Schottky group…