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Stochastic Integrals and Stochastic Differential Equations over the Field of p-Adic Numbers |
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| Authors: | Kochubei Anatoly N. |
| Abstract: | 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. |
| Keywords: | p-Adic number stochastic integral stochastic differential equation Markov process. |
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