STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL-EQUATIONS OVER THE FIELD OF P-ADIC NUMBERS

Authors
KOCHUBEI AN
Citation
An. Kochubei, STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL-EQUATIONS OVER THE FIELD OF P-ADIC NUMBERS, Potential analysis, 6(2), 1997, pp. 105-125
Citations number
28
Categorie Soggetti
Mathematics, Pure",Mathematics
Journal title
Potential analysis → ACNP
ISSN journal
09262601
Volume
6
Issue
2
Year of publication
1997
Pages
105 - 125
Database
ISI
SICI code
0926-2601(1997)6:2<105:SIASDO>2.0.ZU;2-Z
Abstract
We construct, for various classes of p-adic-valued functions, stochast ic integrals with respect to the Poisson random measure. This leads to the construction of Markov processes over the field of p-adic numbers by means of stochastic differential equations.