Stochastic Processes on Non-Archimedean Spaces with Values in Non-Archimedean Fields,
2003, v.9, Issue 1, 131-162
Stochastic processes on topological vector spaces over non-Archimedean fields and with transition measures having values in non-Archimedean fields are defined and investigated. For this purpose the non-Archimedean analog of the Kolmogorov theorem is proved. The analogs of Markov and Poisson processes are studied. For Poisson processes the corresponding Poisson measures are considered and the non-Archimedean analog of the Levy theorem is proved. Wide classes of stochastic processes are constructed.
Keywords: Markov processes,Levy processes,topological vector spaces over non-Archimedean fields,measures with values in non-Archimedean fields