Stochastic processes on non-Archimedean spaces with values in non-Archimedean fields
Classical Analysis and ODEs
2007-05-23 v1
Abstract
Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this the non-Archimedean analog of the Kolmogorov theorem is proved. The analogos of Markov and Poisson processes are studied. For Poisson processes the corresponding Poisson measures are considered and the non-Archimedean analog of the L\`evy theorem is proved. Wide classes of stochastic processes are constructed.
Cite
@article{arxiv.math/0110305,
title = {Stochastic processes on non-Archimedean spaces with values in non-Archimedean fields},
author = {S. Ludkovsky and A. Khrennikov},
journal= {arXiv preprint arXiv:math/0110305},
year = {2007}
}
Comments
34 pages