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

DOI10.2748/TMJ/1199649874zbMATH Open1136.60039arXiv0708.1706OpenAlexW2027054934MaRDI QIDQ2482291FDOQ2482291

Authors: Hiroshi Kaneko, Anatoly N. Kochubei 

Publication date: 16 April 2008

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

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.

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

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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)

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Cited In (14)

• On dynamical systems and phase transitions for \(q + 1\)-state \(p\)-adic Potts model on the Cayley tree
• Time-inhomogeneous stochastic processes on the \(p\)-adic number field
• Phase transitions for \(p\)-adic Potts model on the Cayley tree of order three
• Chaos in \(p\)-adic statistical lattice models: Potts model
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• Convergences and projection Markov property of Markov processes on ultrametric spaces
• On the existence of generalized Gibbs measures for the one-dimensional \(p\)-adic countable state Potts model
• On the strong phase transition for the one-dimensional countable state \(p\)-adic Potts model
• A dynamical system approach to phase transitions for \(p\)-adic Potts model on the Cayley tree of order two

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