Weak solutions of stochastic differential equations over the field of p-adic numbers

DOI10.2748/TMJ/1199649874MaRDI QIDQ2482291zbMATH OpenOpenAlexFDO

Authors Hiroshi Kaneko, Anatoly N. Kochubei

Publication date 16 April 2008

Published in Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.1706

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Other analytic theory (analogues of beta and gamma functions, (p)-adic integration, etc.) (11S80)

Abstract: Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary stochastic integral with respect to Levy processes on the Euclidean spaces. In this article, we present an improved definition of a stochastic integral on the field and prove the joint (time and space) continuity of the local time for p-adic stable processes. Then we use the method of random time change to obtain sufficient conditions for the existence of a weak solution of a stochastic differential equation on the field, driven by the p-adic stable process, with a Borel measurable coefficient.

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Cited in

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• On the existence of generalized Gibbs measures for the one-dimensional \(p\)-adic countable state Potts model
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