Weak solutions of stochastic differential equations over the field of $p$-adic numbers
スポンサーリンク
概要
- 論文の詳細を見る
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 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.
- 東北大学の論文
著者
-
Kaneko Hiroshi
Department Of Mathematics Tokyo University Of Science
-
Kaneko Hiroshi
Department Of Applied Physics Faculty Of Engineering Tohoku University
-
Kochubei Anatoly
Institute of Mathematics, National Academy of Sciences of Ukraine
-
Kochubei Anatoly
Institute Of Mathematics National Academy Of Sciences Of Ukraine
関連論文
- Importance of medullary thyrotropin-releasing hormone in brain-gut circuits regulating gastric integrity : preclinical studies
- High-Pressure Brillouin Scattering Cell with Crystal Rotation Axis
- Non-Linear Electrical Conductivity of Highly Conducting Iodine-Doped Polyacetylene
- Cystic Adventitial Disease of the Popliteal Artery : Elongation into the Media of the Popliteal Artery and Communication with the Knee Joint Capsule : Report of a Case
- The Fate of Small Aneurysms of the Internal Iliac Artery Following Proximal Ligation in Abdominal Aortic Aneurysm Repair
- Effects of Mosapride Citrate, a 5-HT4–Receptor Agonist, on Gastric Distension–Induced Visceromotor Response in Conscious Rats
- Low Temperature Magnetoresistance of Iodine-Doped Polyacetylene in Metal-Nonmetal Transition Region
- Endovascular Therapeutic Occlusion Following Bilateral Carotid Artery Bypass for Radiation-induced Carotid Artery Blowout:Case Report
- Multispectral Image Retrieval Using a Distance Based on Vector Quantization
- Carcinosarcoma of the urinary bladder : Expression of epithelial markers and different expression of heat shock proteins between epithelial and sarcomatous elements
- Cyclosporin A therapy for interstitial pneumonitis associated with rheumatic disease
- Role of Curdlan Sulfate in the Binding of HIV-1 gp120 to CD4 Molecules and the Production of gp120-Mediated TNF-α
- Systemic lupus erythematosus and human endogenous retroviruses
- Helicobacter pylori and gut hormones
- 12pZA-5 Fe_3O_4 studied by low temperature X-ray diffraction(English Session)
- 12pZA-5 Fe_3O_4 studied by low temperature X-ray diffraction(English Session)
- Autocatalytic Nitration of Pyrene by Aerated Nitrogen Dioxide in Solution and Comparison with the Nitration on Silica Particles
- Effects of Mosapride Citrate, a 5-HT_4-Receptor Agonist, on Gastric Distension-Induced Visceromotor Response in Conscious Rats
- Brouwer's Conception of Language, Mind and Mathematics
- A stochastic approach to a Liouville property for plurisubharmonic functions
- Weak solutions of stochastic differential equations over the field of $p$-adic numbers
- Undetachability of Propositional Content and Its Process of Construction : Another Aspect of Brouwer's Intuitionism
- Role of corticotropin-releasing factor in stress-related visceral hyperalgesia
- Effects of Microsphere Suspension Agents of Systemic Hemodynamics in Rats. Comparison of Nonradioactive Colored and Radioactive Microspheres.:Comparison of Nonradioactive Colored and Radioactive Microspheres
- A Case of Medionecrosis Aortae Cystica Idiopathica (Erdheim) with Congenital Hypoplasia of Myocardium
- Time-inhomogeneous stochastic processes on the p-adic number field