Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges

David Weisbart ()
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David Weisbart: University of California

Journal of Theoretical Probability, 2022, vol. 35, issue 3, 1878-1897

Abstract: Abstract For each prime p, a diffusion constant together with a positive exponent specify a Vladimirov operator and an associated p-adic diffusion equation. The fundamental solution of this pseudo-differential equation gives rise to a measure on the Skorokhod space of p-adic valued paths that is concentrated on the paths originating at the origin. We calculate the first exit probabilities of paths from balls and estimate these probabilities for the Brownian bridges.

Keywords: Exit probabilities; Brownian motion; p-Adic diffusion; Brownian bridges; 60G22; 60B15 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10959-021-01099-0

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