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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 5–37 (Mi znsl24)

Jump processes in $Q_p$ associated with nonlinear pseudo-differential equations

S. A. Albeverioa, Ya. I. Belopol'skayab

a University of Bonn, Institute for Applied Mathematics
b St. Petersburg State University of Architecture and Civil Engineering

Abstract: We consider stochastic differential equations in the space $Q_p$ of $p-$adic numbers which associated with nonlinear pseudo-differential equations and systems of such equations. To this end we construct both scalar and matrix valued multiplicative functionals of $Q_p$-valued Markov processes and derive the probabilistic representations of the Cauchy problem solutions for nonlinear pseudo-differential equations and systems which extend the Feynman–Kac formula.

UDC: 519.21

Received: 06.12.2007


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 799–816

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