Non-radial functions, nonlocal operators and Markov processes over p-adic numbers

Abstract

The main goal of this article is to study a new class of nonlocal operators and the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated with them. The fundamental solutions of these equations are transition functions of Markov processes on an n-dimensional vector space over the p-adic numbers. We also study some properties of these Markov processes, including the first passage time problem.

Keywords

• : markov processes; non-archimedean analysis; nonlocal operators; p-adic numbers.