stochastic antiderivational equations on non-archimedean banach spaces随机antiderivational方程在非阿基米德巴拿赫空间.pdf

IJMMS 2003:41, 2587–2602 PII. S0161171203108150 © Hindawi Publishing Corp. STOCHASTIC ANTIDERIVATIONAL EQUATIONS ON NON-ARCHIMEDEAN BANACH SPACES S. V. LUDKOVSKY Received 28 October 2002 Stochastic antiderivational equations on Banach spaces over local non-Archime- dean fields are investigated. Theorems about existence and uniqueness of the so- lutions are proved under definite conditions. In particular, Wiener processes are considered in relation to the non-Archimedean analog of the Gaussian measure. 2000 Mathematics Subject Classification: 28C20, 46S10. 1. Introduction. This paper continues the investigations of stochastic pro- cesses on non-Archimedean spaces [8]. In the first part, stochastic processes were defined on Banach spaces over non-Archimedean local fields and the analogs of Itô formula were proved. This part is devoted to stochastic an- tiderivational equations. In the non-Archimedean case, antiderivational equa- tions are used instead of stochastic integral or differential equations in the classical case. In Section 2, suitable analogs of Gaussian measures are considered. Cer- tainly they do not have any complete analogy with the classical one, some of their properties are similar and some are different. They are used for the definition of the standard (Wiener) stochastic process. Integration by parts for- mula for the non-Archimedean stochastic processes is studied. Some particular cases of the general Itô formula from [8] are discussed here more concretely. In Section 3, with the help of them, stochastic antiderivational equations are de- fined and investigated. Analogs of theorems about existence and uniqueness of solutions of stochastic antiderivational equations are proved. Generating operators of solutions of stochastic equat