Stochastic integrals and stochastic differential equations over the field of p-adic numbers

被引：21
作者：
Kochubei, AN
机构：
[1] Institute of Mathematics, Ukrainian Natl. Academy of Sciences, Kiev 252601
来源：
POTENTIAL ANALYSIS | 1997年 / 6卷 / 02期
关键词：
p-adic number; stochastic integral; stochastic differential equation; Markov process;
D O I：
10.1023/A:1017913800810
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We construct, for various classes of p-adic-valued functions, stochastic 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.
引用
收藏
页码：105 / 125
页数：21
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