Stochastic processes on non-Archimedean spaces. I. Stochastic processes on Banach spaces

2001/04/05 by S. V. Lüdkovsky, S. V. Ludkovsky, Ludkovsky, S. V.
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #General Mathematics (math.GM) #Mathematical and Theoretical Analysis #Stochastic processes and financial applications #advanced mathematical theories #math.GM

paper · pdf · doi:10.48550/arxiv.math/0104069

32 pages, Latex

arxiv created 2001/04/05 · openalex publication_date 2001/04/05 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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 o formula is proved.

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