Tohoku Mathematical Journal, Second Series
Online ISSN : 2186-585X
Print ISSN : 0040-8735
ISSN-L : 0040-8735
WEAK SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS OVER THE FIELD OF $p$-ADIC NUMBERS
HIROSHI KANEKOANATOLY N. KOCHUBEI
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2007 年 59 巻 4 号 p. 547-564

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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 Lévy processes on 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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© 2007 by THE TOHOKU UNIVERSITY
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