International Journal of Mathematics and Mathematical Sciences
Volume 2003 (2003), Issue 21, Pages 1341-1363
doi:10.1155/S0161171203108149

Stochastic processes on non-Archimedean Banach spaces

S. V. Ludkovsky

Theoretical Department, Institute of General Physics, 38 Vavilov Street, Moscow 119991 GSP-1, Russia

Abstract

Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. They are used for the development of stochastic antiderivations. The non-Archimedean analog of the Itô formula is proved.