Katz type p-adic L-functions for primes p non-split in the CM field

For every triple F,K,p where F is a classical elliptic eigenform, K is a quadratic imaginary field and p> 3 is a prime integer which is not split in K, we attach a p-adic L function which interpolates the algebraic parts of the special values of the complex L-functions of F twisted by certain algebraic Hecke characters of K. This construction extends a classical construction of N. Katz, for F an Eisenstein series and of Bertolini-Darmon-Prasana, for F a cuspform, when p is split in K. Moreover we prove a Kronecker limit formula, respectively p-adic Gross-Zagier formulae for our newly defined p-adic L-functions.