Related papers: Non-Archimedean stochastic processes on non-Archim…
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…
Stochastic antiderivational equations on Banach spaces over local non-Archimedean fields are investigated. Theorems about existence and uniqiuness of the solutions are proved under definite conditions. In particular Wiener processes are…
Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. Thery are used for the development of stochastic antiderivations. The non-Archimedean analog of the It$\hat o$ formula is proved.
Stochastic processes on totally disconnected topological groups are investigated. In particular they are considered for diffeomorphism groups and loop groups of manifolds on non-Archimedean Banach spaces. Theorems about a quasi-invariance…
The article is devoted to stochastic processes with values in finite- and infinite-dimensional vector spaces over infinite fields $\bf K$ of zero characteristics with non-trivial non-archimedean norms. For different types of stochastic…
The article is devoted to the investigation of particular classes of quasi-invariant descending at infinity measures on linear spaces over non-Archimedean fields such that measures are with values in non-Archimedean fields also. Their…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
The article is devoted to the investigation of properties of quasi-invariant measures with values in non-Archimedean fields such as: convolutions of measures and functions; continuity of functions of measures; non-associative noncommutative…
We suggest to investigate certain non-standard (pseudo-)differential operators in order to construct and to study multi-parameter processes. Our approach will include "classical" multi-parameter Markov processes but will go eventually far…
A non-Archimedean antiderivational line analog of the Cauchy-type line integration is defined and investigated over local fields. Classes of non-Archimedean holomorphic functions are defined and studied. Residues of functions are studied,…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…
We study dynamical systems using measures taking values in a non-Archimedean field. The underlying space for such measure is a zero-dimensional topological space. In this paper we elaborate on the natural translation of several notions,…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
Gaussian quasi-invariant measures on groups of diffeomorphisms and loop groups G relative to dense subgroups G' were constructed. In the non-Archimedean case the wider class of measures was investigated, than in the real case. The cases of…
We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…