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

DOI10.1023/A:1017913800810zbMath0874.60047OpenAlexW39201357MaRDI QIDQ1357509

Anatoly N. Kochubei

Publication date: 2 November 1997

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017913800810

zbMATH Keywords

stochastic differential equationMarkov processstochastic integral\(p\)-adic number

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other analytic theory (analogues of beta and gamma functions, (p)-adic integration, etc.) (11S80) Stochastic integrals (60H05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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