Time-inhomogeneous stochastic processes on the \(p\)-adic number field (Q1422330)

The theory of stochastic integrals and stochastic differential equations over the field of \(p\)-adic numbers was initiated by the reviewer [Potential Anal. 6, 105--125 (1997; Zbl 0874.60047); see also ``Pseudo-differential equations and stochastics over non-Archimedean fields'' (2001; Zbl 0984.11063)] for the case of equations driven by a \(p\)-adic analog of the \(\alpha\)-stable process. The author extends that theory in several directions. Instead of the \(\alpha\)-stable basic process he considers a general rotation-invariant homogeneous process with independent increments. The Lipschitz-type conditions upon the coefficients of equations are weaker than those in the above works; for a class of basic processes (not including the \(\alpha\)-stable one) the continuity and at most linear growth conditions are sufficient. An example of a process obtained both from a Dirichlet form and a stochastic differential equation is given. In addition, the author introduces a notion of the \(p\)-adic-valued martingale and describes a class of such martingales.