Stochastic processes and their spectral representations over non-archimedean fields

Abstract

In this paper, we study stochastic processes with values in finite- and infinite-dimensional vector spaces over infinite fields K of zero characteristic with nontrivial non-Archimedean norms. For different types of stochastic processes controlled by measures with values in K and in complete topological vector spaces over K, we study stochastic integrals, vector-valued measures, and integrals in spaces over K. We also prove theorems on spectral decompositions of non-Archimedean stochastic processes.