Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers
| dc.creator | Kaneko, Hiroshi | |
| dc.creator | Kochubei, Anatoly N. | |
| dc.date | 2007-08-13 | |
| dc.date.accessioned | 2026-07-07T08:23:24Z | |
| dc.date.available | 2026-07-07T08:23:24Z | |
| dc.description | Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary stochastic integral with respect to Levy processes on the Euclidean spaces. In this article, we present an improved definition of a stochastic integral on the field and prove the joint (time and space) continuity of the local time for p-adic stable processes. Then we use the method of random time change to obtain sufficient conditions for the existence of a weak solution of a stochastic differential equation on the field, driven by the p-adic stable process, with a Borel measurable coefficient. | |
| dc.description | To appear in Tohoku Math. J | |
| dc.identifier | https://arxiv.org/abs/0708.1706 | |
| dc.identifier | http://arxiv.org/abs/0708.1706 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/135986 | |
| dc.subject | Probability | |
| dc.subject | Number Theory | |
| dc.subject | 60H10 (Primary); 11S80, 60G52 (Secondary) | |
| dc.title | Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers | |
| dc.type | text |