A lift of spatially inhomogeneous Markov process to extensions of the field of p-adic numbers

Hiroshi Kaneko and Yoichi Tsuzuki

Stochastic Processes and their Applications, 2011, vol. 121, issue 2, 394-405

Abstract: A Markov process on a local field which can be projected to a Markov process on a smaller local field is regarded as a lift of the one on the smaller field. The first part of this article is concerned with a Markov process on a local field which is obtained as the one projected from a larger field by means of the algebraic trace. Since the explicit expression of the transition probability plays important roles in a study of Markov processes on local fields, the second part is devoted to finding an explicit expression for the Markov process.

Keywords: Field; extension; Local; field; Markov; process; Transition; probability (search for similar items in EconPapers)
Date: 2011
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