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.