Symmetric stochastic integrals with respect to p-adic Brownian motion

Author: Kamizono Kenji  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.6, 2007-12, pp. : 523-538

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Abstract

In this paper, we consider complex-valued Brownian motion with p-adic time index and the associated abstract Wiener space. We define symmetric stochastic integrals with respect to p-adic Brownian motion. We also provide a sufficient condition for the existence of symmetric stochastic integrals and present a relation to the adjoint of the Malliavin derivatives.