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# Non-Archimedean stochastic processes on non-Archimedean manifolds.

## 1 Introduction.

Stochastic processes and stochastic differential equations on real Banach spaces and manifolds on them were intensively studied (see, for example,  and references therein). The considered there stochastic processes were with values in either real Banach spaces or manifolds on them. The results of these investigations were used in many mathematical and theoretical physics problems. In particular stochastic processes on some Lie groups were studied. On the other hand, the development of non-Archimedean functional analysis and non-Archimedean quantum physical theories and quantum mechanics poses problems of developing measure theory and stochastic processes on non-Archimedean Banach spaces and manifolds on them . Some steps in this direction were made in , but in these articles only realvalued and complexvalued stochastic processes were considered.

In preceding works of the author measures and stochastic processes on non-Archimedean Banach spaces and totally disconnected topological groups with values in non-Archimedean spaces were investigated . Quasi-invariant measures on groups and manifolds were used for investigations of their representations .

In this article non-Archimedean stochastic processes and stochastic antiderivational equations on manifolds on Banach spaces over non-Archimedean fields are investigated. Moreover, wider classes of stochastic processes are considered in this work, than in preceding works of the author. Analogs of Lèvy processes are studied. More general classes of analogs of Gaussian measures and Wiener processes are defined and investigated. Then it is found and proved a non-Archimedean analog of the It$`\widehat{o}`$ formula.

It is necessary to note that in this article are considered not only manifolds treated by the rigid geometry, but much wider classes. For them the existence of an exponential mapping is proved. A rigid non-Archimedean geometry serves mainly for needs of the cohomology theory on such manifolds, but it is too restictive and operates with narrow classes of analytic functions . It was introduced at the beginning of sixties of the 20-th century. Few years later wider classes of functions were investigated by Schikhof . In this paper classes of functions and antiderivation operators by Schikhof and their generalizations from works  are used.

The results of this paper permit to consider stochastic processes on non-Archimedean manifolds as well as more general classes of stochastic processes on non-Archimedean Banach spaces and totally disconnected topological groups. Some other principal differences of the classical and non-Archimedean stochastic analyses are discussed in .

## 2 Stochastic processes for non-Archimedean locally $`𝐊`$-convex spaces.

To avoid misunderstanding we first give our definitions and notations.

2.1. Definitions and Notes. A measurable space $`(\mathrm{\Omega },𝖥)`$ with a probability realvalued $`\sigma `$-additive measure $`\lambda `$ on a covering $`\sigma `$-algebra $`𝖥`$ of a set $`\mathrm{\Omega }`$ is called a probability space and it is denoted by $`(\mathrm{\Omega },𝖥,\lambda )`$. In the case of a complexvalued $`\sigma `$-additive measure $`\lambda `$ we suppose, that its variation $`|\lambda |`$ is a probability realvalued $`\sigma `$-additive measure, which is natural, since $`|\lambda |`$ is a nonegative $`\sigma `$-additive measure. Points $`\omega \mathrm{\Omega }`$ are called elementary events and values $`\lambda (S)`$ probabilities of events $`S𝖥`$. A measurable map $`\xi :(\mathrm{\Omega },𝖥)(X,𝖡)`$ is called a random variable with values in $`X`$, where $`𝖡`$ is a covering $`\sigma `$-algebra of subsets of a locally $`𝐊`$-convex space $`X`$, $`\xi ^1(𝖡)𝖥`$, where $`𝐊`$ is a non-Archimedean field complete as an ultrametric space.

The random variable $`\xi `$ induces a normalized measure $`\nu _\xi (A):=\lambda (\xi ^1(A))`$ in $`X`$ and a new probability space $`(X,𝖡,\nu _\xi ).`$

Let $`T`$ be a set with a covering $`\sigma `$-algebra $``$ and a $`\sigma `$-additive measure $`\eta :𝐂`$. Consider the following Banach space $`L^q(T,,\eta ,H)`$ as the completion of the set of all $``$-step functions $`f:TH`$ relative to the following norm:

$`(1)f_{\eta ,q}:=[_Tf(t)_H^q|\eta |(dt)]^{1/q}`$ for $`1q<\mathrm{}`$ and

$`(2)f_{\eta ,\mathrm{}}:=esssup_{tT,\eta }f(t)_H`$, where $`H`$ is a Banach space over $`𝐊`$, $`|\eta |`$ is a variation of $`\eta `$, that is, $`|\eta |`$ is a realvalued $`\sigma `$-additive measure. For $`0<q<1`$ this is the metric space with the metric

$`(3)\rho _q(f,g):=[_Tf(t)g(t)_H^q|\eta |(dt)]^{1/q}.`$

Consider now a complete locally $`𝐊`$-convex space $`H`$, then $`H`$ is a projective limit of Banach spaces $`H=lim\{H_\alpha ,\pi _\beta ^\alpha ,\mathrm{{\rm Y}}\}`$, where $`\mathrm{{\rm Y}}`$ is a directed set, $`\pi _\beta ^\alpha :H_\alpha H_\beta `$ is a $`𝐊`$-linear continuous mapping for each $`\alpha \beta `$, $`\pi _\alpha :HH_\alpha `$ is a $`𝐊`$-linear continuous mapping such that $`\pi _\beta ^\alpha \pi _\alpha =\pi _\beta `$ for each $`\alpha \beta `$ (see §6.205 ). Each norm $`p_\alpha `$ on $`H_\alpha `$ induces a seminorm $`\stackrel{~}{p}_\alpha `$ on $`H`$. If $`f:TH`$, then $`\pi _\alpha f=:f_\alpha :TH_\alpha `$. In this case $`L^q(T,,\eta ,H)`$ is defined as a completion of a family of all step functions $`f:TH`$ relative to the family of seminorms

$`(1^{})f_{\eta ,q,\alpha }:=[_T\stackrel{~}{p}_\alpha (f(t))^q|\eta |(dt)]^{1/q}`$, $`\alpha \mathrm{{\rm Y}}`$, for $`1q<\mathrm{}`$ and

$`(2^{})f_{\eta ,\mathrm{},\alpha }:=esssup_{tT,\eta }\stackrel{~}{p}_\alpha (f(t))`$, $`\alpha \mathrm{{\rm Y}}`$, or pseudometrics

$`(3^{})\rho _{q,\alpha }(f,g):=[_T\stackrel{~}{p}_\alpha ((f(t)g(t))^q|\eta |(dt)]^{1/q}`$, $`\alpha \mathrm{{\rm Y}}`$, for $`0<q<1`$. Consequently, $`L^q(T,,\eta ,H)=`$ $`lim\{L^q(T,,\eta ,H_\alpha ),\pi _\beta ^\alpha ,\mathrm{{\rm Y}}\}`$. For example, $`T`$ may be a subset of $`𝐅`$ or of $`𝐑`$, where $`𝐅`$ denotes a non-Archimedean field.

If $`T`$ is a zero-dimensional $`T_1`$-space, then denote by $`C_b^0(T,H)`$ the Banach space of all continuous bounded functions $`f:TH`$ supplied with the norm:

$`(4)f_{C^0}:=sup_{tT}f(t)_H<\mathrm{}`$.

For a set $`T`$ and a complete locally $`𝐊`$-convex space $`H`$ over $`𝐊`$ consider the product $`H^T`$ of $`𝐊`$-convex spaces $`H^T:=_{tT}H_t`$ in the product topology, where $`H_t:=H`$ for each $`tT`$.

Then take on either $`X:=X(T,H)=L^q(T,,\eta ,H)`$ or $`X:=X(T,H)=C_b^0(T,H)`$ or on $`X=X(T,H)=H^T`$ a covering $`\sigma `$-algebra $`𝖡`$, for example, $`𝖡Bf(X)`$, where $`Bf(X)`$ denotes the Borel $`\sigma `$-algebra of subsets of $`X`$ for a given topology on $`X`$. Consider a random variable $`\xi :\omega \xi (t,\omega )`$ with values in $`(X,𝖡)`$, where $`tT`$.

Events $`S_1,\mathrm{},S_n`$ are called independent in total if $`P(_{k=1}^nS_k)=_{k=1}^nP(S_k)`$. Subalgebras $`𝖥_k𝖥`$ are said to be independent if all collections of events $`S_k𝖥_k`$ are independent in total, where $`k=1,\mathrm{},n`$, $`n𝐍`$. To each collection of random variables $`\xi _\gamma `$ on $`(\mathrm{\Omega },𝖥)`$ with $`\gamma \mathrm{{\rm Y}}`$ is related the minimal $`\sigma `$-algebra $`𝖥_\mathrm{{\rm Y}}𝖥`$ with respect to which all $`\xi _\gamma `$ are measurable, where $`\mathrm{{\rm Y}}`$ is a set. Collections $`\{\xi _\gamma :`$ $`\gamma \mathrm{{\rm Y}}_j\}`$ are called independent if such are $`𝖥_{\mathrm{{\rm Y}}_j}`$, where $`\mathrm{{\rm Y}}_j\mathrm{{\rm Y}}`$ for each $`j=1,\mathrm{},n,`$ $`n𝐍`$.

Let $`T`$ be such that $`card(T)>n`$. For $`X=C_b^0(T,H)`$ or $`X=H^T`$ define $`X(T,H;(t_1,\mathrm{},t_n);(z_1,\mathrm{},z_n))`$ as a closed submanifold in $`X`$ of all $`f:TH`$, $`fX`$ such that $`f(t_1)=z_1,\mathrm{},f(t_n)=z_n`$, where $`t_1,\mathrm{},t_n`$ are pairwise distinct points in $`T`$ and $`z_1,\mathrm{},z_n`$ are points in $`H`$. For $`X=L^q(T,,\eta ,H)`$ and pairwise distinct points $`t_1,\mathrm{},t_n`$ in $`Tsupp(|\eta |)`$ define a set $`X(T,H;(t_1,\mathrm{},t_n);(z_1,\mathrm{},z_n))`$ as a closed submanifold which is the completion relative to the metric $`\rho _q`$ (or a family of pseudometrics $`\{\rho _{q,\alpha }:\alpha \}`$ respectively), where $`0<q\mathrm{}`$, of a family of $``$-step functions $`f:TH`$ such that $`f(t_1)=z_1,\mathrm{},f(t_n)=z_n`$. In these cases $`X(T,H;(t_1,\mathrm{},t_n);(0,\mathrm{},0))`$ is the proper $`𝐊`$-linear subspace of $`X(T,H)`$ such that $`X(T,H)`$ is isomorphic with $`X(T,H;(t_1,\mathrm{},t_n);(0,\mathrm{},0))H^n`$, since if $`fX`$, then $`f(t)f(t_1)=:g(t)X(T,H;t_1;0)`$ (in the third case we use that $`T`$ and hence there exists the embedding $`HX`$). For $`n=1`$ and $`t_0T`$ and $`z_1=0`$ we denote $`X_0:=X_0(T,H):=X(T,H;t_0;0)`$.

2.2. Definition. We define a stochastic process $`\xi (t,\omega )`$ with values in $`H`$ as a random variable such that:

$`(i)`$ the differences $`\xi (t_4,\omega )\xi (t_3,\omega )`$ and $`\xi (t_2,\omega )\xi (t_1,\omega )`$ are independent for each chosen $`(t_1,t_2)`$ and $`(t_3,t_4)`$ with $`t_1t_2`$, $`t_3t_4`$, such that either $`t_1`$ or $`t_2`$ is not in the two-element set $`\{t_3,t_4\},`$ when $`T`$ is a subset in $`𝐑`$ we suppose additionally, that $`t_1<t_2`$ and $`t_3<t_4`$, where $`\omega \mathrm{\Omega };`$

$`(ii)`$ the random variable $`\xi (t,\omega )\xi (u,\omega )`$ has a distribution $`\mu ^{F_{t,u}},`$ where $`\mu `$ is a probability complexvalued measure on $`(X(T,H),𝖡)`$ from §2.1, $`\mu ^g(A):=\mu (g^1(A))`$ for $`g:XH`$ such that $`g^1(_H)𝖡`$ and for each $`A_H`$, a continuous linear operator $`F_{t,u}:XH`$ is given by the formula $`F_{t,u}(\xi ):=\xi (t,\omega )\xi (u,\omega )`$ for each $`\xi L^r(\mathrm{\Omega },𝖥,\lambda ;X),`$ where $`0<r\mathrm{},`$ $`_H`$ is a covering $`\sigma `$-algebra of $`H`$ such that $`F_{t,u}^1(_H)𝖡`$ for each $`tu`$ in $`T`$;

$`(iii)`$ we also put $`\xi (0,\omega )=0,`$ that is, we consider a $`𝐊`$-linear subspace $`L^r(\mathrm{\Omega },𝖥,\lambda ;X_0)`$ of $`L^r(\mathrm{\Omega },𝖥,\lambda ;X)`$, where $`\mathrm{\Omega }\mathrm{}`$, $`X_0`$ is the closed subspace of $`X`$ as in §2.1.

It is seen that $`\xi (t,\omega )`$ is a Markov process with a transition measure $`P(u,x,t,A)=\mu ^{F_{t,u}}(Ax)`$.

This definiton is justified by the following Theorem.

2.3. Theorem. Let either $`X=C_b^0(T,H)`$ or $`X=H^T`$ or $`X=L^g(T,,\eta ,H)`$ with $`0<g\mathrm{}`$ be the same spaces as in §2.1, where the valuation group $`\mathrm{\Gamma }_𝐊`$ is discrete in $`(0,\mathrm{})`$. Then there exists a family $`\mathrm{\Psi }`$ of pairwise inequivalent stochastic processes on $`X`$ of a cardinality $`card(\mathrm{\Psi })card(T)card(H)`$ or $`card(\mathrm{\Psi })card()card(H)`$ respectively.

The proof is analogous to that of Theorem I.4.3  and Theorem 4.3  as well as Note 4.4  can be applied to the considered here case also.

2.4. Definition. Let $`T`$ be an additive group contained in $`𝐑`$. Consider a stochastic process $`\xi L^r(\mathrm{\Omega },𝖥,\lambda ,X_0(T,H))`$ such that a transition measure has the form

$`P(t_1,x,t_2,A):=P(t_2t_1,x,A):=\mathrm{exp}(\rho (t_2t_1))P(Ax)`$
(see §3.2  and §2.2 above) for each $`xH`$ and $`A_H`$ and $`t_1`$ and $`t_2`$ in $`T`$, where $`\rho >0`$ is a constant. Then such process is called the Poisson process.

2.5. Proposition. Let

$`P(Ax)=_HP(x+dy)P(Ay)`$ for each $`xH`$ and $`A_H`$, where $`P`$ is a probability measure on $`H`$ and $`T`$ is an interval in $`𝐑`$,

then there exists a measure $`\mu `$ on $`X_0(T,H)`$ for which the Poisson process exists.

Proof. We take

$`\mu _{t_1,\mathrm{},t_n}:=P(t_2t_1,0,)\mathrm{}P(t_nt_{n1},0,)`$ on

$`_{t_1,\mathrm{},t_n}:=_{t_1}\times \mathrm{}\times _{t_n}`$
for each pairwise distinct points $`t_1,\mathrm{},t_nT`$, where

$`\mu _{t_1,\mathrm{},t_n}=\pi _{t_1,\mathrm{},t_n}(\mu )`$ and

$`\pi _{t_1,\mathrm{},t_n}:X_0(T,H)H_{t_1}\times \mathrm{}\times H_{t_n}`$
is the natural projection, $`H_t=H`$ for each $`tT`$. There is a family $`\mathrm{\Lambda }`$ of all finite subsets of $`T`$ directed by inclusion. In view of the Kolmogorov theorem (see Theorems I.1.3, I.1.4  and ) the cylindrical distribution $`\mu `$ generated by the family $`P(t_2t_1,x,A)`$ has an extension to a measure on $`X_0(T,H)`$. All others conditions are satisfied in accordance with §2.2 and §2.4.

2.6. Remark. Let $`K`$ be a complete uniform (or in particular ultrauniform) Tychonoff space. Put

$`\stackrel{~}{K}^n:=(xK^n:x_ix_j`$ for each $`ij)`$.
Supply $`\stackrel{~}{K}^n`$ with a product topology. Let also $`B_K^n`$ denotes the collection of all $`n`$-point subsets of $`K`$. For each subset $`AK`$ a number mapping $`N_A:B_K^n𝐍_𝐨`$ is defined by the following formula: $`N_A(\gamma ):=card(\gamma A)`$, where $`𝐍:=\{1,2,3,\mathrm{}\}`$, $`𝐍_𝐨:=\{0,1,2,3,\mathrm{}\}`$.

2.7. Definitions and Remarks. As usually let

$`B_K:=_{n=0}^{\mathrm{}}B_K^n`$,
where $`B_K^0:=\{\mathrm{}\}`$ is a singleton, $`B_Kx=(x_n:x_nB_K^n,n=0,1,2,\mathrm{})`$. If a complete (ultra)uniform space $`X`$ is not compact, then there exists an increasing sequence of subsets $`K_nX`$ such that $`X=_nK_n`$ and $`K_n`$ are complete spaces in the uniformity induced from $`X`$. Moreover, $`K_n`$ can be chosen clopen in $`X`$, when $`X`$ is ultrauniform. Then the following space

$`\mathrm{\Gamma }_X:=\{\gamma :\gamma X`$ and $`card(\gamma K_n)<\mathrm{}`$ for each $`n\}`$
is called the configuration space and it is isomorphic with the projective limit $`prlim\{B_{K_n},\pi _m^n,𝐍\}`$, where $`\pi _m^n(\gamma _m)=\gamma _n`$ for each $`m>n`$ and $`\gamma _nB_{K_n}`$. Then $`_{n=1}^{\mathrm{}}B_{K_n}=:Y`$ in the Tychonoff product topology is ultrauniformizable, that induces the ultrauniformity in $`\mathrm{\Gamma }_X`$, for example,

$`\rho (x,y):=d_n(x_n,y_n)p^n`$ is the pseudoultrametric in $`\mathrm{\Gamma }_X`$ for a family of pseudoultrametrics $`d_n`$ on $`B_{K_n}`$,
where $`n=n(x,y):=\mathrm{min}_{(x_jy_j)}j`$, $`x=(x_j:j𝐍,x_jB_{K_j})`$, $`1<p𝐍`$, since each complete ultrauniform space is a projective limit of complete ultrametric spaces  (about $`d_n`$ in the case of ultrametric spaces see ).

Let $`K\{K_n:n𝐍\}`$, then $`m_K`$ denotes the restriction $`m|_K`$, where $`m:𝐂`$ is a $`\sigma `$-additive measure on a covering $`\sigma `$-algebra $`_m`$ of $`X`$, $`K_n_m`$ for each $`n𝐍`$. Suppose that $`K_l^n_{m^n}`$ for each $`n`$ and $`l`$ in $`𝐍`$, where $`_{m^n}`$ is the completion of the covering $`\sigma `$-algebra $`^n`$ of $`X^n`$ relative to the product measure $`m^n=_{j=1}^nm_j`$, $`m_j=m`$ for each $`j`$. Then $`m_K^n:=_{j=1}^n(m_K)_j`$ is a measure on $`K^n`$ and hence on $`\stackrel{~}{K}^n`$, when $`m`$ is such that $`|m|(K^n\stackrel{~}{K}^n)=0`$, where $`(m_K)_j=m_K`$ for each $`j`$. Let $`|m|(X)<\mathrm{}`$. Then

$`(i)`$ $`P_{K,m}:=\mathrm{exp}(m(K))_{n=0}^{\mathrm{}}m_{K,n}/n!`$
is a measure on $`(B_K)`$, where

$`(B_K)=B_K(_{n=0}^{\mathrm{}}_{m^n}),`$
$`m_{K,0}`$ is a probability measure on the singleton $`B_K^0`$, and $`m_{K,n}`$ are images of $`m_K^n`$ under the following mappings:

$`p_K^n:\stackrel{~}{K}^n(x_1,\mathrm{},x_n)\{x_1,\mathrm{},x_n\}B_K^n`$.
Such system of measures $`P_{K,n}`$ is consistent, that is,

$`\pi _l^n(P_{K_l,m})=P_{K_n,m}`$ for each $`nl`$.
This defines the unique measure $`P_m`$ on $`(\mathrm{\Gamma }_X)`$, which is called the Poisson measure, where $`\pi _n:YB_{K_n}`$ is the natural projection for each $`n𝐍`$. For each $`n_1,..,n_l𝐍_𝐨`$ and disjoint subsets $`B_1,\mathrm{},B_l`$ in $`X`$ belonging to $`_m`$ there is the following equality:

$`(ii)`$ $`P_m(_{j=1}^l\{\gamma :card(\gamma B_i)=n_i\})=_{i=1}^lm(B_i)^{n_i}\mathrm{exp}(m(B_i))/n_i!`$.

There exists the following embedding $`\mathrm{\Gamma }_XS_X`$, where

$`S_X:=lim\{E_{K_n},\pi _m^n,𝐍\}`$ is the limit of an inverse mapping sequence,

$`E_K:=_{l=0}^{\mathrm{}}K^l`$ for each $`K\{K_n:n=0,1,2,\mathrm{}\}`$.
The Poisson measure $`P_m`$ on $`(\mathrm{\Gamma }_X)`$ considered above has an extension on $`(S_X)`$ such that $`|P_m|(S_X\mathrm{\Gamma }_X)=0`$. If each $`K_n`$ is a complete $`𝐊`$-linear space (not open in $`K`$), then $`E_K`$ and $`S_X`$ are complete $`𝐊`$-linear spaces, since

$`S_X(_{n=1}^{\mathrm{}}E_{K_n})`$.
Then on $`(S_X)`$ there exists a Poisson measure $`P_m`$, but without the restriction $`|m_K^n|(K^n\stackrel{~}{K}^n)=0`$, where

$`(iii)`$ $`P_{K,m}:=\mathrm{exp}(m(K))_{n=0}^{\mathrm{}}m_K^n/n!`$,

$`\pi _l^n(P_{K_l,m})=P_{K_n,m}`$ for each $`nl`$.

2.8. Corollary. Let suppositions of Proposition 2.5 be satisfied with $`H=S_X`$ for a complete $`𝐊`$-linear space $`X`$ and $`P(A)=P_m(A)`$ for each $`A(S_X)`$ (see §2.7), then there exists a measure $`\mu `$ on $`X_0(T,H)`$ for which the Poisson process exists.

2.9. Definition. The stochastic process of Corollary 2.8 is called the Poisson process with values in $`X`$.

2.10. Note. If $`\xi L^r(\mathrm{\Omega },𝖥,\lambda ;X_0(T,Y))`$ is a stochastic process with values in a Hilbert space $`Y`$ over $`𝐂`$, then its mean value for $`t_1,t_2T`$ is defined by the following formula:

$$(i)M_{t_1,t_2}(\eta ):=_YyP(t_1,0,t_2,dy),$$

where $`P(t_1,y_1,t_2,A)`$ is a transition probability of $`\xi `$ corresponding to $`\xi (t_1,\omega )=y_1`$, $`\xi (t_2,\omega )A`$, $`ABf(Y)`$. For $`t_1=t_0`$ we may simply write $`M_{t_2}`$, if $`t_1`$ and $`t_2`$ are definite moments, then they may be omitted and we may write $`M`$ instead of $`M_{t_1,t_2}`$. Let $`H=𝐊`$ be a field, where $`𝐐_𝐩𝐊𝐂_𝐩`$, let also $`\lambda `$ be a probability realvalued measure. Let $`T`$ be an interval $`[t_0,R]`$ in $`𝐑`$, where $`R>t_0`$. Consider a multiplicative character for a field $`𝐊`$, $`\pi :𝐊\{0\}𝐂`$, $`\pi =\pi _a`$ for some $`a𝐂`$ such that $`\pi _a(x):=|x|_𝐊^{a1}\pi _0(x|x|_𝐊)`$, where $`\pi _0:S_1S^1`$ is a multiplicative character on $`S_1:=\{x𝐊:|x|_𝐊=1\}`$, $`𝐂_𝐩𝐊𝐐_𝐩`$, $`S^1:=\{z𝐂:|z|=1\}`$ (about a character see, for example, §VI.25  and §III.2 ). We take $`a`$ with $`Re(a)>1`$ and consider an extension of $`\pi _a`$ as a continuous function such that $`\pi _a(0)=0`$.

2.11. Theorem. Let $`\psi `$ be a continuously differentiable function, from an interval $`T𝐑`$ into $`𝐑`$ and $`\psi (0)=0`$. Then there exists a stochastic process $`\xi (t,\omega )`$ such that

$`M_t(\mathrm{exp}(\rho \pi [\xi (t,\omega )]))=\mathrm{exp}(t\psi (\rho ))`$
for each $`t`$ in $`T`$ and each constant $`\rho >0`$, where $`\pi :𝐊\{0\}𝐂`$ is a multiplicative continuous character as in §2.10.

Proof. We consider solution of the following equation

$$M_t[\mathrm{exp}(\rho \pi [\xi (t,\omega )])]=\mathrm{exp}(t\psi (\rho ))$$

taking $`t_0=0`$ without loss of generality. Then $`e(t)=e(ts)e(s)`$ for each $`t`$ and $`s`$ in $`T`$ and each $`\rho >0`$, where

$`e_\rho (t):=e(t):=M_t(\mathrm{exp}(\rho \pi [\xi (t,\omega )])).`$
Hence

$`e_\rho (t)/\rho =t\psi ^{}(\rho )\mathrm{exp}(t\psi (\rho ))`$, consequently,

$`\psi ^{}(\rho )=t^1(_𝐊\pi (l)\mathrm{exp}(\rho \pi (l))P(\{\omega :\xi (t,\omega )dl\})`$
for each $`t0`$. In particular,

$`\psi ^{}(\rho )=lim_{t0,t0}t^1(_𝐊\pi (l)\mathrm{exp}(\rho \pi (l))P(\{\omega :\xi (t,\omega )dl\})`$.
By the conditions of this theorem we have

$`\psi (\alpha )=_0^\alpha \psi ^{}(\beta )𝑑\beta `$.
Consider a $`\sigma `$-additive measure $`m`$ on a separating covering ring $`(𝐊)`$ such that $`(𝐊)Bf(𝐊)\{0\}`$ with values in $`𝐂`$ given by the formula

$`m(dl):=lim_{t0,t0}\pi (l)P(\{\omega :\xi (t,\omega )dl\})/t`$
on $`𝐊\{0\}`$, $`m(\{0\})=m_0`$ and consider a $`\sigma `$-additive measure $`n`$ such that

$`m(dl)=\pi (l)n(dl)`$ for $`l0`$.
Therefore,

$`\psi (\rho )=_0^\rho (_𝐊\mathrm{exp}(\beta \pi (l))m(dl))𝑑\beta .`$
The character $`\pi `$ is continuous and multiplicative, that is, $`\pi (ab)=\pi (a)\pi (b)`$ for each $`a`$ and $`b𝐊\{0\}`$. From $`\psi (0)=0`$ we have $`e_0(t)=1`$ for each $`t0`$, consequently,

$`\psi (\rho )=\rho m_0+_{𝐊\{0\}}[1\mathrm{exp}(\rho \pi (l))]n(dl)`$,
since $`\pi `$ as the continuous function has the extension on $`𝐊`$ with $`\pi (0)=0`$ and

$`lim_{l0,l0}[1\mathrm{exp}(\rho \pi (l))]/\pi (l)=\rho `$ and

$$\underset{\rho 0,\rho 0}{lim}_{B(𝐊,0,k)}[1\mathrm{exp}(\rho \pi (l))]n(dl)=0$$

for each $`k>0`$. Then

$`\psi (\rho )=_𝐊[1\mathrm{exp}(\rho \pi (l))]n(dl)`$. We search a solution of the problem in the form

$`\pi (\xi (t,\omega ))=tm_0+_𝐊\pi (l)\eta ([0,t],dl,\omega )`$,
where $`\eta (dt,dl,\omega )`$ is the realvalued $`\sigma `$-additive measure on $`Bf(T)\times (𝐊)`$ for each $`\omega \mathrm{\Omega }`$ such that its moments satisfy the Poisson distribution with the Poisson measure $`P_{tn}`$, that is,

$`M_t[\eta ^k([0,t],dl,\omega )]=_{sk}a_{s,k}(tn)^s(dl)/s!`$
for each $`0<tT`$, where

$$a_{k,j}=\underset{s_1+\mathrm{}+s_k=j,s_11,\mathrm{},s_k1}{}j!/(s_1!\mathrm{}s_k!)$$

for each $`kj.`$ Using the fact that the set of step functions is dense in $`L^r(𝐊,(𝐊),n,𝐂_𝐩)`$ we get

$$M_t[\mathrm{exp}(\rho _𝐊\pi (l)\eta ([0,t],dl,\omega ))]=\underset{𝒵}{lim}M_t[\underset{j}{}\mathrm{exp}(\rho \pi (l_j)\eta ([0,t],\delta _j,\omega ))]$$

$$=\underset{𝒵}{lim}\underset{j}{}M_t[\mathrm{exp}(\rho \pi (l_j)\eta ([0,t],\delta _j,\omega ))]=\underset{𝒵}{lim}\mathrm{exp}(\rho t\underset{j}{}(1\mathrm{exp}(\rho \pi (l_j)))n(\delta _j))$$

$$=\mathrm{exp}[\rho t_𝐊\{1\mathrm{exp}(\rho \pi (l))\}n(dl)],$$

where $`𝒵`$ is an ordered family of partitions $`𝒰`$ of $`𝐊`$ into disjoint union of elements of $`(𝐊)`$, $`𝒰𝒱`$ in $`𝒵`$ if and only if each element of the disjoint covering $`𝒰`$ is a union of elements of $`𝒱`$, $`l_j\delta _j𝒰𝒵`$. We get the equation

$$M_t[\mathrm{exp}(\rho \pi [\xi (t,\omega )])]=M_t[\mathrm{exp}(\rho _𝐊\pi (l)\eta ([0,t],dl,\omega ))].$$

This defines the stochastic process $`\pi [\xi (t,\omega )]`$ with the probability space $`(\mathrm{\Omega },𝖥,\lambda )`$. If $`fL^r(\mathrm{\Omega },𝖥,\lambda ;X_0(T,𝐂))`$ and $`f(\mathrm{\Omega }\times T)\pi (𝐊)𝐂`$, then there exists $`hL^r(\mathrm{\Omega },𝖥,\lambda ;X_0(T,𝐊))`$ such that $`f=\pi [h]`$. Since $`\pi `$ is continuous on $`𝐊`$ and locally constant on $`𝐊\{0\}`$, then due to §2.3 and Corollary 2.8 above there exists a $`𝐊`$-valued stochastic process $`\xi `$ for a given complexvalued stochastic process $`\pi [\xi ]`$ with the measure space $`(\mathrm{\Omega },𝖥,\lambda )`$ (see also §4.3 ).

2.12.1. Notes. For a continuous function $`c(t)`$ and a nonnegative measure $`n`$ on $`T\times 𝐊`$ such that $`_{𝐊\{0\}}(1\mathrm{exp}(\pi (l))n((0,t]\times dl)<\mathrm{}`$ for each $`t>0`$ there exists a $`𝐊`$-valued stochastic process $`\xi (t,\omega )`$ such that

$$M_{t_1,t_2}[\mathrm{exp}\{\rho (\pi (\xi (t_2,\omega ))\pi (\xi (t_1,\omega )))\}]=\mathrm{exp}[\rho (c(t_2)c(t_1))]$$

$$_{𝐊\{0\}}[1\mathrm{exp}(\rho \pi (l))]n((t_1,t_2]\times dl)]$$

for each $`\rho >0`$ and $`t_1<t_2`$ with a Poisson measure $`\eta `$ having mean $`n(dt\times dl)`$. This can be proved analogously to §4.10  using §2.11 above and with the help of disjoint pavings of $`𝐊`$ by clopen balls instead of intervals $`(l_1,l_2]`$ in the real case. For this put

$$\pi (\xi (t,\omega ))=c(t)+_{𝐊\{0\}}\pi (l)\eta ([0,t]\times dl)$$

for each $`t0`$, where $`\eta (dt\times dl)`$ is a number of jumps of magnitude $`sdl`$ in time $`dt`$.

2.12.2. Notes. In  and in II  was considered an analog of a Gaussian measure and of a Wiener process. That construction is generalized below and additional properties are proved conserning moments of a Gaussian measure and an analog of the It$`\widehat{o}`$ formula.

Let $`X`$ be a locally $`𝐊`$-convex space equal to a projective limit $`lim\{X_j,\varphi _l^j,\mathrm{{\rm Y}}\}`$ of Banach spaces over a local field $`𝐊`$ such that $`X_j=c_0(\alpha _j,𝐊)`$, where the latter space consists of vectors $`x=(x_k:k\alpha _j)`$, $`x_k𝐊`$, $`x:=sup_k|x_k|_𝐊<\mathrm{}`$ and such that for each $`ϵ>0`$ the set $`\{k:|x_k|_𝐊>ϵ\}`$ is finite, $`\alpha _j`$ is a set, that is convenient to consider as an ordinal due to Kuratowski-Zorn lemma ; $`\mathrm{{\rm Y}}`$ is an ordered set, $`\varphi _l^j:X_jX_l`$ is a $`𝐊`$-linear continuous mapping for each $`jl\mathrm{{\rm Y}}`$, $`\varphi _j:XX_j`$ is a projection on $`X_j`$, $`\varphi _l\varphi _l^j=\varphi _j`$ for each $`jl\mathrm{{\rm Y}}`$, $`\varphi _k^l\varphi _l^j=\varphi _k^j`$ for each $`jlk`$ in $`\mathrm{{\rm Y}}`$. Consider also a locally $`𝐑`$-convex space, that is a projective limit $`Y=lim\{l_2(\alpha _j,𝐑),\psi _l^j,\mathrm{{\rm Y}}\}`$, where $`l_2(\alpha _j,𝐑)`$ is the real Hilbert space of the topological weight $`w(l_2(\alpha _j,𝐑))=card(\alpha _j)\mathrm{}_0`$. Suppose $`B`$ is a symmetric nonegative definite (bilinear) nonzero functional $`B:Y^2𝐑`$.

2.13. Definitions and Notes. A measure $`\mu =\mu _{q,B,\gamma }`$ on $`X`$ with values in $`𝐑`$ is called a $`q`$-Gaussian measure, if its characteristic functional $`\widehat{\mu }`$ has the form

$$\widehat{\mu }(z)=\mathrm{exp}[B(v_q(z),v_q(z))]\chi _\gamma (z)$$

on a dense $`𝐊`$-linear subspace $`𝖣_{q,B,X}`$ in $`X^{}`$ of all continuous $`𝐊`$-linear functionals $`z:X𝐊`$ of the form $`z(x)=z_j(\varphi _j(x))`$ for each $`xX`$ with $`v_q(z)𝖣_{B,Y}`$, where $`B`$ is a nonegative definite symmetric operator (that is, bilinear $`𝐑`$-valued symmetric functional) on a dense $`𝐑`$-linear subspace $`𝖣_{B,Y}`$ in $`Y^{}`$, $`B:𝖣_{B,Y}^2𝐑`$, $`j\mathrm{{\rm Y}}`$ may depend on $`z`$, $`z_j:X_j𝐊`$ is a continuous $`𝐊`$-linear functional such that $`z_j=_{k\alpha _j}e_j^kz_{k,j}`$ is a countable convergent series such that $`z_{k,j}𝐊`$, $`e_j^k`$ is a continuous $`𝐊`$-linear functional on $`X_j`$ such that $`e_j^k(e_{l,j})=\delta _l^k`$ is the Kroneker delta symbol, $`e_{l,j}`$ is the standard orthonormal (in the non-Archimedean sence) basis in $`c_0(\alpha _j,𝐊)`$, $`v_q(z)=v_q(z_j):=\{|z_{k,j}|_𝐊^{q/2}:k\alpha _j\}`$. It is supposed that $`z`$ is such that $`v_q(z)l_2(\alpha _j,𝐑)`$, where $`q`$ is a positive constant, $`\chi _\gamma (z):XS^1`$ is a continuous character such that $`\chi _\gamma (z)=\chi (z(\gamma ))`$, $`\gamma X`$, $`\chi :𝐊S^1`$ is a character of $`𝐊`$ as an additive group (about a character see, for example, §VI.25  and §III.1 ).

A symmetric nonegative definite operator $`B`$ is called a correlation operator of a measure $`\mu `$. If $`Y`$ is a Hilbert space with a scalar product $`(,)`$, then due to the Riesz theorem there exists $`EL(Y)`$ such that $`B(y_1,y_2)=(Ey_1,y_2)`$ for each $`y_1,`$ $`y_2Y`$. Therefore, $`B`$ is also called operator.

2.14. Proposition. A $`q`$-Gaussian measure on $`X`$ is $`\sigma `$-additive on some $`\sigma `$-algebra $`𝖠`$ of subsets of $`X`$. Moreover, a correlation operator $`B`$ is of class $`L_1`$, that is, $`Tr(B)<\mathrm{}`$, if and only if each finite dimensional over $`𝐊`$ projection of $`\mu `$ is a $`\sigma `$-additive $`q`$-Gaussian Borel measure.

Proof. From Definition 2.13 it follows, that each one dimensional over $`𝐊`$ projection $`\mu _{x𝐊}`$ of a measure $`\mu `$ is $`\sigma `$-additive on the Borel $`\sigma `$-algebra $`Bf(𝐊)`$, where $`0x=e_{k,l}X_l`$. Therefore, $`\mu `$ is defined and finite additive on a cylindrical algebra $`𝖴:=_{k_1,\mathrm{},k_n;l}\varphi _l^1[(\varphi _{k_1,\mathrm{},k_n}^l)^1(Bf(sp_𝐊\{e_{k_1,l},\mathrm{},e_{k_n,l}\}))]`$, where $`\varphi _{k_1,\mathrm{},k_n}^l:X_lsp_𝐊(e_{k_1,l},\mathrm{},e_{k_n,l})`$ is a projection on a $`𝐊`$-linear span of vectors $`e_{k_1,l},\mathrm{},e_{k_n,l}`$. This means that $`\mu `$ is a bounded quasimeasure on $`𝖴`$. Since $`\widehat{\mu }`$ is the positive definite function, then $`\mu `$ is realvalued. In view of the non-Archimedean analog of the Bochner-Kolmogorov theorem (see I.2.27 ) $`\mu `$ has an extension to a $`\sigma `$-additive probability measure on a $`\sigma `$-algbera $`\sigma 𝖴`$, that is, a minimal $`\sigma `$-algebra of subsets of $`X`$ containing $`𝖴`$. If $`J:X_jX_j`$ is a $`𝐊`$-linear operator diagonal in the basis $`\{e_{k,j}:k\}`$, then for $`z`$ such that $`z(x)=z_j(\varphi _j(x))`$ for each $`xX`$ and a symmetric nonegative definite operator $`F`$ as in §2.13

$`(i)`$ $`F(v_q(zJ),v_q(zJ))=E(v_q(z),v_q(z))`$, where

$`(ii)`$ $`E_{k,l}=F_{k,l}|J_{k,k}|^{q/2}|J_{l,l}|^{q/2}`$ for each $`k,l\alpha _j`$. If $`FL_a`$ (that is, $`F^aL_1`$) and $`JL_q`$ (that is, $`diag(v_1(J_{l,l}):l)L_q`$), then

$`(iii)`$ $`EL_{aq/(a+q)}`$ for each $`a>0`$ (see Theorem 8.2.7 ). In particular, taking $`a`$ tending to $`\mathrm{}`$ and $`F=I`$ we get $`EL_q`$, since $`L_{\mathrm{}}`$ is the space of bounded linear operators. Using the orthonormal bases in $`X_j`$ for each $`j`$ we get the embedding of $`X_j`$ into its topologically adjoint space $`X_j^{}`$ of all continuous $`𝐊`$-linear functionals on $`X_j`$. For each $`zX^{}`$ there exists a non-Archimedean direct sum decomposition $`X=X_zker(z)`$, where $`X_z`$ is a one dimensional over $`𝐊`$ subspace in $`X`$. Therefore, the set $`𝖣_{q,B,X}`$ of functionals $`z`$ on $`X`$ from §2.13 separates points of $`X`$. If for a given one dimensional over $`𝐊`$ subspace $`W`$ in $`X`$ it is the equality $`B(v_q(z),v_q(z))=0`$ for each $`zW`$, then the projection $`\mu _W`$ of $`\mu `$ is the atomic measure with one atom being a singleton. If $`BL_1`$, then $`B(v_q(z),v_q(z))`$ and hence $`\widehat{\mu }(z)`$ is correctly defined for each $`z𝖣_{q,B,X}`$. From Equalities $`(i,ii)`$, Inclusion $`(iii)`$ above and analogously to Theorem II.2.2  we get the second statement of this theorem.

2.15. Corollary. Let $`X`$ be a complete locally $`𝐊`$-convex space of separable type over a local field $`𝐊`$, then for each constant $`q>0`$ there exists a nondegenerate symmetric positive definite operator $`BL_1`$ such that a $`q`$-Gaussian measure is $`\sigma `$-additive on $`Bf(X)`$ and each its one dimensional over $`𝐊`$ projection is absolutely continuous relative to the nonnegative Haar measure on $`𝐊`$.

Proof. A space $`Y`$ from §2.12 corresponding to $`X`$ is a separable locally $`𝐑`$-convex space. Therefore, $`Y`$ in a weak topology is isomorphic with $`𝐑^\mathrm{}_0`$ from which the existence of $`B`$ follows. For each $`𝐊`$-linear finite dimensional over $`𝐊`$ subspace $`S`$ a projection $`\mu ^S`$ of $`\mu `$ on $`SX`$ exists and its density $`\mu ^S(dx)/w(dx)`$ relative to the nonegative nondegenerate Haar measure $`w`$ on $`S`$ is the inverse Fourier transform $`F^1(\widehat{\mu }|_S^{})`$ of the restriction of $`\widehat{\mu }`$ on $`S^{}`$ (see about the Fourier transform on non-Archimedean spaces §VII ). For such $`B`$ each one dimensional projection of $`\mu `$ corresponding to $`\widehat{\mu }`$ has a density that is a continuous function belonging to $`L^1(𝐊,w,Bf(𝐊),𝐑)`$, where $`w`$ denotes the nonnegative Haar measure on $`𝐊`$.

2.16. Proposition. Let $`\mu _{q,B,\gamma }`$ and $`\mu _{q,E,\delta }`$ be two $`q`$-Gaussian measures with correlation operators $`B`$ and $`E`$ of class $`L_1`$, then there exists a convolution of these measures $`\mu _{q,B,\gamma }\mu _{q,E,\delta }`$, which is a $`q`$-Gaussian measure $`\mu _{q,B+E,\gamma +\delta }`$.

Proof. Since $`B`$ and $`E`$ are nonnegative, then $`(B+E)(y,y)=B(y,y)+E(y,y)0`$ for each $`yY`$, that is, $`B+E`$ is nonegative. Evidently, $`B+E`$ is symmetric. In view of  $`B+E`$ is of class $`L_1`$. Therefore, $`\mu _{q,B+E,\gamma +\delta }`$ is the $`\sigma `$-additive $`q`$-Gaussian measure together with $`\mu _{q,B,\gamma }`$ and $`\mu _{q,E,\delta }`$ in accordance with Theorem 2.14. Moreover, $`\mu _{q,B+E,\gamma +\delta }`$ is defined on the $`\sigma `$-algebra $`\sigma 𝖴_{B+E}`$ containing the union of $`\sigma `$-algebras $`\sigma 𝖴_B`$ and $`\sigma 𝖴_E`$ on which $`\mu _{q,B,\gamma }`$ and $`\mu _{q,E,\delta }`$ are defined correspondingly, since $`ker(B+E)ker(B)ker(E)`$. Since $`\widehat{\mu }_{q,B+E,\gamma +\delta }=\widehat{\mu }_{q,B,\gamma }\widehat{\mu }_{q,E,\delta }`$, then $`\mu _{q,B+E,\gamma +\delta }=\mu _{q,B,\gamma }\mu _{q,E,\delta }`$ (see Proposition I.2.11  and use projective limits).

2.17. Definitions. Let $`B`$ and $`q`$ be as in §2.14 and denote by $`\mu _{q,B,\gamma }`$ the corresponding $`q`$-Gaussian measure on $`H`$. Let $`\xi `$ be a stochastic process with a real time $`tT𝐑`$ (see §2.2), then it is called a non-Archimedean $`q`$-Wiener process with real time, if

$`(ii)^{}`$ the random variable $`\xi (t,\omega )\xi (u,\omega )`$ has a distribution $`\mu _{q,(tu)B,\gamma }`$ for each $`tuT`$.

Let $`\xi `$ be a stochastic process with a non-Archimedean time $`tT𝐅`$, where $`𝐅`$ is a local field, then $`\xi `$ is called a non-Archimedean $`q`$-Wiener process with $`𝐅`$-time, if

$`(ii)\mathrm{"}`$ the random variable $`\xi (t,\omega )\xi (u,\omega )`$ has a distribution $`\mu _{q,ln[\chi _𝐅(tu)]B,\gamma }`$ for each $`tuT`$, where $`\chi _𝐅:𝐅S^1`$ is a continuous character of $`𝐅`$ as the additive group.

2.18. Proposition. For each given $`q`$-Gaussian measure a non-Archimedean $`q`$-Wiener process with real ($`𝐅`$ respectively) time exists.

Proof. In view of Proposition 2.16 for each $`t>u>b`$ a random variable $`\xi (t,\omega )\xi (b,\omega )`$ has a distribution $`\mu _{q,(tb)B,\gamma }`$ for real time parameter. If $`t`$, $`u`$, $`b`$ are pairwise different points in $`𝐅`$, then $`\xi (t,\omega )\xi (b,\omega )`$ has a distribution $`\mu _{q,ln[\chi _𝐅(tb)]B,\gamma }`$, since $`ln[\chi _𝐅(tu)]+ln[\chi _𝐅(ub)]=ln[\chi _𝐅(tb)]`$. This induces the Markov quasimeasure $`\mu _{x_0,\tau }^{(q)}`$ on $`(_{tT}(H_t,𝖴_t)),`$ where $`H_t=H`$ and $`𝖴_t=Bf(H)`$ for each $`tT`$ (see §VI.1.1  and §3 in I ). Therefore, the Chapman-Kolmogorov equation is accomplished:

$$P(b,x,t,A)=_HP(b,x,u,dy)P(u,y,t,A)$$

for each $`ABf(H)`$. An abstract probability space $`(\mathrm{\Omega },𝖥,\lambda )`$ exists due to the Kolmogorov theorem, hence the corresponding space $`L^r`$ exists. Therefore, conditions of defintions 2.2 and 2.17 are satisfied.

2.19. Proposition. Let $`\xi `$ be a $`q`$-Gaussian process with values in a Banach space $`H=c_0(\alpha ,𝐊)`$ a time parameter $`tT`$ and a positive definite correlation operator $`B`$ of trace class and $`\gamma =0`$, where $`card(\alpha )\mathrm{}_0`$, either $`T𝐑`$ or $`T𝐅`$. Then either

$$(i)\underset{N\alpha }{lim}M_t(v_q(e^1(\xi (t,\omega )),\mathrm{},v_q(e^N(\xi (t,\omega )))_{l_2}^2=tTr(B)\text{ or }$$

$$(ii)\underset{N\alpha }{lim}M_t(v_q(e^1(\xi (t,\omega )),\mathrm{},v_q(e^N(\xi (t,\omega ))_{l_2}^2=[ln(\chi _𝐅(t))]Tr(B)\text{ respectively}.$$

Proof. At first we consider moments of a $`q`$-Gaussian measure $`\mu _{q,B,\gamma }`$. We define moments $`m_k^q(e^{j_1},\mathrm{},e^{j_k}):=_Hv_{2q}(e^{j_1}(x))\mathrm{}v_{2q}(e^{j_k}(x))\mu _{q,B,\gamma }(dx)`$ for linear continuous functionals $`e^{j_1},\mathrm{},e^{j_k}`$ on $`H`$ such that $`e^l(e_j)=\delta _j^l`$, where in our previous notation $`\{e_j:j\alpha \}`$ is the standard orthonormal base in $`H`$.

Consider partial pseudodifferential operators $`\text{ }_P_j^u`$ given by the equation

$$(iii)\text{ }_P_j^u\psi (x):=𝖥_j^1(|\stackrel{~}{x}_j|_𝐊^u\widehat{\psi }(\stackrel{~}{x}))(x),$$

where the norm $`|b|_𝐊=mod_𝐊(b)`$ on $`𝐊`$ is chosen coinciding with the modular function associated with the nonnegative nondegenerate Haar measure $`w`$ on $`𝐊`$ (about the modular function see ), $`u𝐂\{1\}`$, $`\widehat{\psi }:=𝖥_j(\psi )`$ is the Fourier transform of $`\psi `$ by a variable $`x_j𝐊`$ such that $`𝖥_j`$ is defined relative to the Haar measure $`w`$ on $`𝐊`$ . From the change of variables formula $`_𝐊f(ax+b)g(x)w(dx)=_𝐊f(y)g((yb)/a)|a|_𝐊^1w(dy)`$ for each $`f`$ and $`gL^2(𝐊,Bf(𝐊),w,𝐂)`$, $`a0`$ and $`b𝐊`$, also the Fubini theorem and the Fourier transform on $`𝐊`$ it follows that $`f_\alpha f_{u+1}=f_{u+1\alpha }`$ for $`u\alpha `$ and $`\mathrm{\Gamma }_𝐊(u+1)|\xi _j|_𝐊^{u1}=𝖥(|x_j|^u)`$, where $`f_u(x_j):=|x_j|^{u1}/\mathrm{\Gamma }_𝐊(u)`$, $`\mathrm{\Gamma }_𝐊`$ is the non-Archimedean gamma function, $`\mathrm{\Gamma }_𝐊(u):=_𝐊|z|_𝐊^{u1}\chi (z)w(dz)`$, $`\chi :𝐊S^1`$ is the character of $`𝐊`$ as the additive group such that $`\chi (z):=_{j=1}^m\chi _p(z_{}^{}{}_{j}{}^{})`$, $`z_{}^{}{}_{j}{}^{}𝐐_𝐩`$, $`z=(z_{}^{}{}_{1}{}^{},\mathrm{},z_{}^{}{}_{m}{}^{})𝐊`$ for $`𝐊`$ considered as the $`𝐐_𝐩`$-linear space, $`m𝐍`$, $`dim_{𝐐_𝐩}𝐊=m`$, $`\chi _p:𝐐_𝐩S^1`$ is the standard character such that $`\chi _p(y):=\mathrm{exp}(2\pi i\{y\}_p)`$, $`\{y\}_p:=_{l<0}a_lp^l`$ for $`|y|_{𝐐_𝐩}>1`$ and $`\{y\}_p=0`$ for $`|y|_{𝐐_𝐩}1`$, $`y=_la_lp^l`$, $`a_l\{0,1,\mathrm{},p1\}`$, $`l𝐙`$, $`\mathrm{min}(l:a_l0)=:ord_p(y)>\mathrm{}`$. Therefore, $`\text{ }_P_j^u|x_j|^n=|x_j|^{nu}\mathrm{\Gamma }_𝐊(n)/\mathrm{\Gamma }_𝐊(nu)`$, where $`n𝐂\{1\}`$. A function $`\psi `$ for which $`\text{ }_P_j^u\psi `$ exists is called pseudodifferentiable of order $`u`$ by variable $`x_j`$.

From $`m_k^{q/2}(e^{j_1},\mathrm{},e^{j_k})=𝖥^1(|x_{j_1}|^{q/2}\mathrm{}|x_{j_k}|^{q/2}𝖥(\mu ))(0)`$, since $`𝖥(hg)=𝖥(h)𝖥(g)`$ for functions $`h`$ and $`g`$ in the Hilbert space $`L^2(𝐊,Bf(𝐊),w,𝐂)`$ it follows that $`m_{2k}^{q/2}(e^{j_1},\mathrm{},e^{j_{2k}})=\text{ }_P_{j_1}^{q/2}\mathrm{}\text{ }_P_{j_{2k}}^{q/2}\widehat{\mu }(0)=([\text{ }_PD^{q/2}]^{2k}\widehat{\mu }(0)).(e_{j_1},\mathrm{},e_{j_{2k}})`$, where $`\text{ }_PD^{q/2}`$ is a $`𝐊`$-linear pseudodifferential operator by $`xH`$ such that $`(\text{ }_PD^{q/2}\psi (x)).e_j:=\text{ }_P_j^{q/2}\psi (x)`$. Then

$`(iv)`$ $`m_{2n}^{q/2}(e^{j_1},\mathrm{},e^{j_{2n}})=`$ $`(1)^n(n!)^12^n[\text{ }_PD^{q/2}]^{2n}[B(v_q(z),v_q(z)]^n.(e_{j_1},\mathrm{},e_{j_{2n}})`$

$`=(n!)^12^n_{\sigma \mathrm{\Sigma }_{2n}}B_{\sigma (j_1),\sigma (j_2)}\mathrm{}B_{\sigma (j_{2n1}),\sigma (j_{2n})}`$,
since $`\gamma =0`$ and $`\chi _\gamma (z)=1`$, where $`\mathrm{\Sigma }_k`$ is the symmetric group of all bijective mappings $`\sigma `$ of the set $`\{1,\mathrm{},k\}`$ onto itself, $`B_{l,j}:=B(e_j,e_l)`$, since $`Y^{}=Y`$ for $`Y=l_2(\alpha ,𝐑)`$. Therefore, for each $`BL_1`$ and $`AL_{\mathrm{}}`$ we have $`_HA(v_q(x),v_q(x))\mu _{q,B,0}(dx)=`$ $`lim_{N\alpha }_{j=1}^N_{k=1}^NA_{j,k}m_2^{q/2}(e_j,e_k)`$ $`=Tr(AB)`$.

In particular for $`A=I`$ and $`\mu _{q,tB,0}`$ corresponding to the transition measure of $`\xi (t,\omega )`$ we get Formula $`(i)`$ for a real time parameter, using $`\mu _{q,ln[\chi _𝐅(t)]B,0}`$ we get Formula $`(ii)`$ for a time parameter belonging to $`𝐅`$, since $`\xi (t_0,\omega )=0`$ for each $`\omega `$.

2.20. Corollary. Let $`H=𝐊`$ and $`\xi `$, $`B=1`$, $`\gamma `$ be as in Proposition 2.19, then

$$(i)M(_{t[a,b]}\varphi (t,\omega )|d\xi (t,\omega )|_𝐊^q)=M[_a^b\varphi (t,\omega )𝑑t]$$

for each $`a<bT`$ with real time, where $`\varphi (t,\omega )L^2(\mathrm{\Omega },𝖴,\lambda ,C_0^0(T,𝐑))`$ $`\xi L^q(\mathrm{\Omega },𝖴,\lambda ,C_0^0(T,𝐊))`$, $`(\mathrm{\Omega },𝖴,\lambda )`$ is a probability measure space.

Proof. Since $`_{t[a,b]}\varphi (t,\omega )|d\xi (t,\omega )|_𝐊^q`$
$`=lim_{\mathrm{max}_j(t_{j+1}t_j)0}_{j=1}^N\varphi (t_j,\omega )|\xi (t_{j+1},\omega )\xi (t_j,\omega )|_𝐊^q`$ for $`\lambda `$-almost all $`\omega \mathrm{\Omega }`$, then applying Fromula $`2.19.(i)`$ to each $`|\xi (t_{j+1},\omega )\xi (t_j,\omega )|_𝐊^q`$ and taking the limit by finite partitions $`a=t_1<t_2<\mathrm{}<t_{N+1}=b`$ of the segment $`[a,b]`$ we get Formula $`2.20.(i)`$.

2.21. Remarks. In the classical case with $`q=2`$ and $`𝐑`$ instead of $`𝐊`$ there is analogous formula $`M([_{t[a,b]}\varphi (t,\omega )dB_t(\omega )]^2)=M[_a^b\varphi (t,\omega )^2dt`$ known as the It$`\widehat{o}`$ formula (see the classical case in ). Another analogs of the It$`\widehat{o}`$ formula were given in II . Certainly it is impossible to get in the non-Archimedean case all the same properties of Gaussian measures and Wiener process (Brownian motion) as in the classical case. Therefore, there are different possibilities for seeking non-Archimedean analogs of Gaussian measures and Wiener processes depending on a set of properties supplied with these objects. Giving our definitions we had the intention to take into account the most important properties.

Since $`𝖥(\chi _\gamma )(y)=\delta (y\gamma )`$ and $`[\delta (y\gamma )h(y)](x)=h(x\gamma )`$ for any continuous function $`h`$, then $`_H|x_{j_1}\gamma _{j_1}|^{q/2}\mathrm{}|x_{j_k}\gamma _{j_k}|^{q/2}𝑑\mu _{q,B,\gamma }=`$ $`_H|x_{j_1}|^{q/2}\mathrm{}|x_{j_k}|^{q/2}𝑑\mu _{q,B,0}`$, consequently, $`\gamma `$ plays in some sence the mean value role.

If $`A>0`$ on $`Y=l_2(\alpha ,𝐊)`$, then

$`\mu _{q,B,0}\{x:A(v_q(x),v_q(x))1\}Tr(AB)`$ and

$`\mu _{q,B,0}\{x:|A(v_q(x),v_q(x))Tr(AB)|c(Tr(AB))^{1/2}\}12AB/c^2`$ for each $`c>0`$ due to the Chebyshev inequality and Formula $`2.19.(iv)`$.

2.22. Definitions and Notes. Consider a pseudodifferential operator on $`H=c_0(\alpha ,𝐊)`$ such that

$$(i)𝖠=\underset{0k𝐙;j_1,\mathrm{},j_k\alpha }{}(i)^kb_{j_1,\mathrm{},j_k}^k\text{ }_P_{j_1}\mathrm{}\text{ }_P_{j_k},$$

where $`b_{j_1,\mathrm{},j_k}^k𝐑`$, $`\text{ }_P_{j_k}:=\text{ }_P_{j_k}^1`$. If there exists $`n:=\mathrm{max}\{k:b_{j_1,\mathrm{},j_k}^k0,j_1,\mathrm{},j_k\alpha \}`$, then $`n`$ is called an order of $`𝖠`$, $`Ord(𝖠)`$. If $`𝖠=0`$, then by definition $`Ord(𝖠)=0`$. If there is not any such finite $`n`$, then $`Ord(𝖠)=\mathrm{}`$. We suppose that the corresponding form $`\stackrel{~}{A}`$ on $`_kY^k`$ is continuous into $`𝐂`$, where

$$(ii)\stackrel{~}{A}(y)=\underset{0k𝐙;j_1,\mathrm{},j_k\alpha }{}(i)^kb_{j_1,\mathrm{},j_k}^ky_{j_1}\mathrm{}y_{j_k},$$

$`yl_2(\alpha ,𝐑)=:Y`$. If $`\stackrel{~}{A}(y)>0`$ for each $`y0`$ in $`Y`$, then $`𝖠`$ is called strictly elliptic pseudodifferential operator. The phase multiplier $`(i)^k`$ is inserted into the definition of $`𝖠`$ for in the definition of $`\text{ }_P_j`$ it was omitted in comparison with the classical case.

Let $`X`$ be a complete locally $`𝐊`$-convex space, let $`Y`$ be a corresponding complete locally $`𝐑`$-convex space (see §2.12), let $`Z`$ be a complete locally $`𝐂`$-convex space. For $`0n𝐑`$ a space of all functions $`f:XZ`$ such that $`f(x)`$ and $`(\text{ }_PD^kf(x)).(y^1,\mathrm{},y^{l(k)})`$ are continuous functions on $`X\times Y^{l(k)}`$, $`l(k):=[k]+sign\{k\}`$ for each $`k𝐍`$ such that $`k[n]`$ and also for $`k=n`$ is denoted by $`\text{ }_P𝒞^n(X,Y,Z)`$ and $`f\text{ }_P𝒞^n(X,Y,Z)`$ is called $`n`$ times continuously pseudodifferentiable, where $`[n]n`$ is an integer part of $`n`$, $`1>\{n\}:=n[n]0`$ is a fractional part of $`n`$, $`sign(b)=1`$ for each $`b>0`$, $`sign(0)=0`$, $`sign(b)=1`$ for $`b<0`$, $`y^1,\mathrm{},y^{l(k)}Y`$. Then $`\text{ }_P𝒞^{\mathrm{}}(X,Y,Z):=_{n=1}^{\mathrm{}}\text{ }_P𝒞^n(X,Y,Z)`$ denotes a space of all infinitely pseudodifferentiable functions.

2.23. Theorem. Let $`𝖠`$ be a strictly elliptic pseudodifferential operator on $`H=c_0(\alpha ,𝐊)`$, $`card(\alpha )\mathrm{}_0`$, and let $`tT=[0,b]𝐑`$. Suppose also that $`u_0(xy)L^2(H,Bf(H),\mu _{t\stackrel{~}{A}},𝐂)`$ for each marked $`yH`$ as a function by $`xH`$, $`u_0(x)\text{ }_P𝒞^{Ord(𝖠)}(H,Y,𝐂)`$. Then the non-Archimedean analog of the Cauchy problem

$$(i)u(t,x)/t=𝖠u,u(0,x)=u_0(x)$$

has a solution given by

$$(ii)u(t,x)=_Hu_0(xy)\mu _{t\stackrel{~}{A}}(dy),$$

where $`\mu _{t\stackrel{~}{A}}`$ is a $`\sigma `$-additive Borel measure on $`H`$ with a characteristic functional $`\widehat{\mu }_{t\stackrel{~}{A}}(z):=\mathrm{exp}[t\stackrel{~}{A}(v_1(z))]`$.

Proof. In accordance with §§2.12 and 2.22 we have $`Y=l_2(\alpha ,𝐑)`$. In view of the conditions of this theorem the function $`\mathrm{exp}[t\stackrel{~}{A}(v_1(z))]`$ is continuous on $`HH^{}`$ for each $`t𝐑`$ such that the family $`H`$ of continuous $`𝐊`$-linear functionals on $`H`$ separates points in $`H`$. In view of the Minlos-Sazonov theorem I.2.35  it defines a $`\sigma `$-additive Borel measure on $`H`$ for each $`t>0`$ and hence for each $`t(0,b]`$. The functional $`\stackrel{~}{A}`$ on each ball of radius $`0<R<\mathrm{}`$ in $`Y`$ is a uniform limit of its restrictions $`\stackrel{~}{A}|_{_k[sp_𝐊(e_1,\mathrm{},e_n)]^k},`$ when $`n`$ tends to the infinity, since $`\stackrel{~}{A}`$ is continuous on $`_kY^k`$. Since $`u_0(xy)L^2(H,Bf(H),\mu _{t\stackrel{~}{A}},𝐂)`$ and a space of cylindrical functions is dense in the latter Hilbert space, then due to the Parceval-Steclov equality and the Fubini theorem it follows that $`lim_{PI}𝖥_{Px}u_0(Px))\widehat{\mu }_{t\stackrel{~}{A}}(y+Px)`$ converges in $`L^2(H,Bf(H),\mu _{t\stackrel{~}{A}},𝐂)`$ for each $`t`$, since $`\mu _{t_1\stackrel{~}{A}}\mu _{t_2\stackrel{~}{A}}=\mu _{(t_1+t_2)\stackrel{~}{A}}`$ for each $`t_1`$, $`t_2`$ and $`t_1+t_2T`$, where $`P`$ is a projection on a finite dimensional over $`𝐊`$ subspace $`H_P:=P(H)`$ in $`H`$, $`H_PH`$, $`P`$ tends to the unit operator $`I`$ in the strong operator topology, $`𝖥_{Px}u_0(Px)`$ denotes a Fourier transform by the variable $`PxH_P`$. Consider a function $`v:=𝖥_x(u)`$, then $`v(t,x)/t=\stackrel{~}{A}(v_1(x))v(t,x)`$, consequently, $`v(t,x)=v_0(x)\mathrm{exp}[t\stackrel{~}{A}(v_1(x))]`$. From $`u(t,x)=𝖥_x^1(v(t,x))`$, where as above $`𝖥_x(u)`$ denotes the Fourier transform by the variable $`xH`$ such that $`𝖥_x(u(t,x))=lim_n\mathrm{}𝖥_{x_1,\mathrm{},x_n}u(t,x)`$. Therefore, $`u(t,x)=u_0(x)𝖥_x^1(\widehat{\mu }_{t\stackrel{~}{A}})=`$ $`_Hu_0(xy)\mu _{t\stackrel{~}{A}}(dy)`$, since $`u_0(xy)L^2(H,Bf(H),\mu _{t\stackrel{~}{A}},𝐂)`$ and $`\mu _{t\stackrel{~}{A}}`$ is the bounded measure on $`Bf(H)`$ and $`|_Hu_0(xy)\mu _{t\stackrel{~}{A}}(dy)|`$ $`(_H|u_0(xy)|^2\mu _{t\stackrel{~}{A}}(dy))\mu _{t\stackrel{~}{A}}(H)<\mathrm{}`$.

2.24. Note. In the particular case of $`Ord(𝖠)=2`$ and $`\stackrel{~}{A}`$ corresponding to the Laplace operator, that is, $`\stackrel{~}{A}(y)=_{l,j}g_{l,j}y_ly_j`$, Equation $`2.23.(i)`$ is (the non-Archimedean analog of) the heat equation on $`H`$. This provides the interpretation of the $`2`$-Gaussian measure $`\mu _{t\stackrel{~}{A}}=\mu _{2,t\stackrel{~}{A},0}`$. For $`dim_𝐊H<\mathrm{}`$ the density $`\mu _{t\stackrel{~}{A}}(dx)/w(dx)`$ is called the heat kernel, where $`w`$ is the nonnegative nondegenerate Haar measure on $`H`$.

For $`Ord(𝖠)<\mathrm{}`$ the form $`\stackrel{~}{A}_0(y)`$ corresponding to sum of terms with $`k=Ord(𝖠)`$ in Formula $`2.22.(ii)`$ is called the principal symbol of operator $`𝖠`$. If $`\stackrel{~}{A}_0(y)>0`$ for each $`y0`$, then $`𝖠`$ is called an elliptic pseudodifferential operator. Evidently, Theorem 2.23 is true for elliptic $`𝖠`$ of $`Ord(𝖠)<\mathrm{}`$, since $`\mathrm{exp}[t\stackrel{~}{A}(v_1(z))]`$ is the bounded continuous realvalued positive definite function.

2.25. Remark and Definitions. Let linear spaces $`X`$ over $`𝐊`$ and $`Y`$ over $`𝐑`$ be as in §2.12 and $`B`$ be a symmetric nonegative definite (bilinear) operator on a dense $`𝐑`$-linear subspace $`𝖣_{B,Y}`$ in $`Y^{}`$. A quasimeasure $`\mu `$ with a characteristic functional

$$\widehat{\mu }(\zeta ,x):=\mathrm{exp}[\zeta B(v_q(z),v_q(z))/2]\chi _\gamma (z)$$

for a parameter $`\zeta 𝐂`$ with $`Re(\zeta )0`$ defined on $`𝖣_{q,B,X}`$ is called a complexvalued Gaussian measure and is denoted by $`\mu _{q,\zeta B,\gamma }`$ also, where $`𝖣_{q,B,X}:=\{zX^{}:`$ there exists $`j\mathrm{{\rm Y}}`$ such that $`z(x)=z_j(\varphi _j(x))`$ $`xX,`$ $`v_q(z)𝖣_{B,Y}\}`$.

2.26. Proposition. Let $`X=𝖣_{q,B,X}`$ and $`B`$ be positive definite, then for each function $`f(z):=_X\chi _z(x)\nu (dx)`$ with a complexvalued measure $`\nu `$ of finite variation and each $`Re(\zeta )>0`$ there exists

$$(i)_Xf(z)\mu _{\zeta B}(dz)=\underset{PI}{lim}_Xf(Pz)\mu _{\zeta B}^{(P)}(dz)$$

$$=_X\mathrm{exp}(\zeta B(v_q(z),v_q(z))/2)\chi _\gamma (z)\nu (dz),$$

where $`\mu ^{(P)}(P^1(A)):=\mu (P^1(A))`$ for each $`ABf(X_P)`$, $`P:XX_P`$ is a projection on a $`𝐊`$-linear subspace $`X_P`$, a convergence $`PI`$ is considered relative to a strong operator topology.

Proof. A complexvalued measure $`\nu `$ can be presented as $`\nu =\nu _1\nu _2+i\nu _3i\nu _4`$, where $`\nu _j`$ are nonnegative measures, $`j=1,\mathrm{},4`$, $`i=(1)^{1/2}`$. Using the projective limit decomposition of $`X`$ and §2.27 in I  we get that
$`(ii)_Xf(z)\mu _{\zeta B}(dz)=lim_{PI}_Xf(Pz)\mu _{\zeta B}^{(P)}(dz)`$. On the other hand, for each finite dimensional over $`𝐊`$ subspace $`X_P`$
$`(iii)_Xf(Pz)\mu _{\zeta B}^{(P)}(dz)=_{X_P}\{\mathrm{exp}(\zeta B(v_q(z),v_q(z))/2)\chi _\gamma (z)\}|_{X_P}\nu ^{X_P}(dz).`$ Since each measure $`\nu _j`$ is nonegative and finite, then due to Lemma 2.3 and §2.6 in I  there exists the limit
$`lim_{PI}_{X_P}\{\mathrm{exp}[\zeta B(v_q(z),v_q(z))/2]\chi _\gamma (z)\}|_{X_P}\nu ^{X_P}(dz)`$
$`=_X\mathrm{exp}(\zeta B(v_q(z),v_q(z))/2)\chi _\gamma (z)\nu (dz).`$

2.27. Proposition. If conditions of Proposition 2.26 are satisfied and

$$(i)_{X_P}|f(Px)|w^{X_P}(dx)<\mathrm{}$$

for each finite dimensional over $`𝐊`$ subspace $`X_P`$ in $`X`$, then Formula $`2.26.(i)`$ is accomplished for $`\zeta `$ with $`Re(\zeta )=0`$, where $`w^{X_P}`$ is a nonegative nondegenerate Haar measure on $`X_P`$.

Proof. The finite dimensional over $`𝐊`$ distribution $`\mu _{q,iB,\gamma }^{X_P}/w^{X_P}(dx)=𝖥^1(\widehat{\mu }_{q,iB,\gamma }|_{X_P})`$ is locally $`w^{X_P}`$-integrable, but does not belong to the space $`L^1(X_P,Bf(X_P),w^{X_P},𝐂)`$. In view of Condition $`2.27.(i)`$ above and the Fubini theorem and using the Fourier transform of generalized functions (see §VII.3 ) we get Formulas $`2.26.(ii,iii)`$. Taking the limit by $`PI`$ we get Formula $`2.26.(i)`$ in the sence of distributions.

2.28. Remark. A measure $`\mu _{q,iB,\gamma }`$ is the non-Archimedean analog of the Feynman quasimeasure. Put

$$(i)\text{ }_F_Xf(x)\mu _{q,iB,\gamma }(dx):=\underset{\zeta i}{lim}_Xf(x)\mu _{q,\zeta B,\gamma }(dx)$$

if such limit exists. If conditions of Proposition 2.26 are satisfied, then $`\psi (\zeta ):=_Xf(x)\mu _{q,\zeta B,\gamma }(dx)`$ is the holomorphic function on $`\{\zeta 𝐂:Re(\zeta )>0\}`$ and it is continuous on $`\{\zeta 𝐂:Re(\zeta )0\}`$, consequently,

$$(ii)\text{ }_F_Xf(x)\mu _{q,iB,\gamma }(dx)=_X\mathrm{exp}\{iB(v_q(x),v_q(x))/2\}\chi _\gamma (x)\nu (dx).$$

## 3 Stochastic processes on non-Archimedean manifolds.

To avoid misunderstanding at first definitions and notations are given.

3.1. Definitions and Notes. Let $`M`$ be a $`C^n`$-manifold on a Banach space $`X`$ over a non-Archimedean field $`𝐊`$ complete relative to its norm with an atlas $`At(M):=\{(U_j,\varphi _j):j\mathrm{\Lambda }_M\}`$ such that $`U_j`$ is an open covering of $`M`$ and $`\varphi _j:U_j\varphi _j(U_j)`$ is a homeomorphism, $`\varphi _j(U_j)`$ is open in $`X`$, $`\varphi _l\varphi _j^1:\varphi _j(U_jU_l)\varphi _l(U_jU_l)`$ is a diffeomorphism of class $`C^n`$ for each $`U_jU_l\mathrm{}`$, the space $`C^n(U,Y)`$ of functions from an open subset $`UX`$ into a Banach space $`Y`$ over $`𝐊`$ is defined in terms of difference quotients (see ).

Since the derivative $`(\varphi _l\varphi _j^1)^{}(x)`$ is a linear continuous operator on $`\varphi _j(U_jU_l)\times X`$ of class $`C^{n1}`$ for each $`n1`$ and there exists a derivative of an inverse operator $`(\varphi _j\varphi _l^1)^{}(y)`$ on $`\varphi _l(U_jU_l)\times X`$, then $`(\varphi _l\varphi _j^1)^{}(x)GL(X)`$ for each $`x\varphi _j(U_jU_l)`$, where $`GL(X)`$ is the group of invertable $`𝐊`$-linear bounded operators of $`X`$ onto $`X`$. Therefore, for each $`n1`$ there exists a functor $`T`$ such that $`T(\varphi _l\varphi _j^1)(x):=(\varphi _{l,j}(x),\varphi _{l,j}^{}(x))`$ for each $`x(\varphi _l\varphi _j^1)(U_jU_l)`$, $`T(\varphi _j(U_j)):=\varphi _j(U_j)\times X`$, where $`\varphi _{l,j}:=(\varphi _l\varphi _j^1)`$. For $`n1`$ put $`TM=_{j\mathrm{\Lambda }_M}TU_j`$ with the atlas $`At(TM):=\{(U_j\times X,T\varphi _j):j\mathrm{\Lambda }_M\}`$ such that $`T\varphi _j:TU_j\varphi _j(U_j)\times X`$ is a homeomorphism, $`T\varphi _j|_{\{x\}\times X}=:T_x\varphi _j`$ is a bounded continuous operator on $`X`$ by the second argument for each $`xU_j`$. Thus $`TM=_{xM}T_xM`$, where $`T_x\varphi _j:T_xU_jT_{\varphi _j(x)}\varphi _j(U_j)`$ is a $`𝐊`$-linear isomorphism for each $`j\mathrm{{\rm Y}}_M`$, where $`T_{\varphi _j(x)}\varphi _j(U_j)=\{\varphi _j(x)\}\times X`$. $`TM`$ is called the total tangent space of $`M`$, $`T_xM`$ is called the tangent space of $`M`$ at $`x`$. The projection $`\tau :=\tau _M:TMM`$ is given by $`\tau _M(s)=x`$ for each vector $`sT_xM`$, $`\tau _M`$ is called the tangent bundle.

3.1.1 If $`M`$ and $`N`$ are two $`C^l`$-manifolds on Banach spaces $`X`$ and $`S`$ over $`𝐊`$ with $`ln`$, where $`At(N):=\{(V_j,\psi _j):j\mathrm{\Lambda }_N\}`$ and $`f:MN`$ is a continuous mapping, then by the definition $`fC^n(M,N)`$, if $`\psi _lf\varphi _j^1C^n(W_{l,j},Y)`$ for each $`W_{l,j}:=\varphi _j(f^1(V_l)U_j)\mathrm{}`$. A norm in $`C^n(X,S)`$ induces a complete uniformity in $`C^n(M,N)`$. If $`n1`$ and $`fC^n(M,N)`$, then there exists $`Tf:TMTN`$ and $`TfC^{n1}(TM,TN)`$.

3.1.2. Let $`H`$ and $`X`$ be two Banach spaces over a non-Archimedean field $`𝐊`$. Let $`M`$ be a $`C^l`$-manifold on $`X`$ and let $`P`$ be a manifold with a mapping $`\pi :PM`$ such that $`\pi `$ is surjective and $`\pi ^1(x)=:P_x=:H_x`$ is a Banach space over $`𝐊`$ isomorphic to $`H`$ for each $`xM`$, $`\pi `$ is called a projection, $`\pi ^1(x)`$ is called a fibre of $`\pi `$ over $`x`$. Suppose that $`P`$ is supplied with an atlas $`At(P)=\{(U_j,\varphi _j,P\varphi _j):j\mathrm{\Lambda }_M\}`$ consistent with $`At(M)`$ such that $`pr_1P\varphi _j=\varphi _j\pi |_{PU_j}`$ on $`\pi ^1(U_j)`$ for each $`j`$, where $`pr_1:U_j\times HU_j`$ and $`pr_2:U_j\times HH`$ are projections, $`P\varphi _j`$ is bijective, $`P_x\varphi _j=P\varphi _j|_{H_x}:H_x\{\varphi _j(x)\}\times H`$ is a Banach space isomorphism, $`P\varphi _l(P\varphi _j|_{P(U_lU_j)})^1:\varphi _j(U_jU_l)\times H\varphi _l(U_jU_l)\times H`$ is a $`C^n`$-diffeomorphism, $`ln`$. Two atlases are called equivalent, if their union is an atlas. $`(P,M,\pi )`$ is called a vector bundle over $`M`$ with fibre on $`H`$. $`P`$ is called the total space of $`\pi `$ and $`M`$ the base space of $`\pi `$.

Let $`(P_1,M_1,\pi _1)`$ and $`(P_2,M_2,\pi _2)`$ be two vector bundles with spaces $`H_1`$ and $`H_2`$ for the fibres of $`\pi _1`$ and $`\pi _2`$ respectively. Suppose there are two $`C^n`$-mappings $`F:M_1M_2`$ and $`PF:P_1P_2`$ such that $`\pi _2PF=F\pi `$ on $`P_1`$ and the restriction $`P_xF:=PF|_{H_{1,x}}:H_{1,x}H_{2,F(x)}`$ is a $`𝐊`$-linear mapping. Then $`(F,PF)`$ is called a morphism from $`(P_1,M_1,\pi _1)`$ to $`(P_2,M_2,\pi _2)`$.

3.1.3. A $`C^m`$-vector field on $`M`$ is a $`C^m`$-mapping $`\mathrm{\Psi }:MTM`$ such that $`\tau _M\mathrm{\Psi }=id`$. If $`F:MN`$ is a $`C^m`$-morphism and $`\mathrm{\Psi }:MTN`$ is such that $`\tau _N\mathrm{\Psi }=F`$, then $`\mathrm{\Psi }`$ is called a vector field along $`F`$.

Suppose that $`𝐊`$ is spherically complete, then a topologically adjoint space $`H^{}`$ of $`𝐊`$-linear functionals on a Banach space $`H`$ over $`𝐊`$ separates points of $`H`$, $`H^{}\mathrm{}`$ (see Lemma 4.3.5 ). The bundle of $`r`$-fold contravariant and $`s`$-fold covariant tensors over $`M`$ is defined by $`L(\tau ^{},\mathrm{},\tau ^{},\tau ,\mathrm{},\tau ;\rho ):L(T^{}M,\mathrm{},T^{}M,TM,\mathrm{},TM;𝐊M)M`$ or shortly $`\tau _s^r:T_s^rMM`$, where $`\tau ^{}`$ and $`T^{}M`$ are repeated $`r`$ times, $`\tau `$ and $`TM`$ are repeated $`s`$ times, $`\rho :𝐊M=M\times 𝐊M`$ is the trivial bundle over $`M`$. Here $`L(\alpha _1,\mathrm{},\alpha _r;\beta ):L(A_1,\mathrm{},A_r;B)M`$ denotes a vector bundle over $`M`$, where $`(A_j,M,\alpha _j)`$ and $`(B,M,\beta )`$ are vector bundles, $`\alpha _k^1(x)=H_{k,x}`$, $`k=1,\mathrm{},r`$, $`\beta _H^1(x)=Y_x`$, $`L(A_1,\mathrm{},A_r;B):=_{xM}L(H_{1,x},\mathrm{},H_{r,x};Y_x)`$, $`H_{k,x}`$ and $`Y_x`$ are isomorphic to Banach spaces $`H_k`$ and $`Y`$ respectively over $`𝐊`$. For each chart $`(U_j,\varphi _j)`$ of $`M`$ the bundle chart $`(U_j,\varphi _j,L(A_1,\mathrm{},A_r;B)\varphi _j)`$ is given by $`L(A_1\varphi _j(x),\mathrm{},A_r\varphi _j(x);B\varphi _j(x)):L(H_{1,x},\mathrm{},H_{r,x};Y_x)`$ $`L(H_1,\mathrm{},H_r;Y)`$ such that for $`\mathrm{\Psi }_xL(H_{1,x},\mathrm{},H_{r,x};Y_x)`$ its image is $`L(A_1\varphi _j(x),\mathrm{};B\varphi _j(x))\mathrm{\Psi }_x=B\varphi _j(x)\mathrm{\Psi }_x(A_1\varphi _j(x)^1\times \mathrm{}\times A_r\varphi _j(x)^1)`$, $`A_k\varphi _j(x)^1:H_{k,x}H_k`$ is the $`𝐊`$-linear isomorphism of Banach spaces, $`L(H_1,\mathrm{},H_r;Y)`$ is the Banach space of all continuous mappings $`f:H_1\times \mathrm{}\times H_rY`$ such that $`f`$ is $`𝐊`$-linear by each variable $`z_kH_k`$, $`k=1,\mathrm{},r`$.

If $`\mathrm{\Psi }:M\kappa TM`$ is a $`C^m`$-mapping such that $`\kappa \mathrm{\Psi }=id`$, then $`\mathrm{\Psi }`$ is called a tensor field (of type $`\kappa `$), where $`(\kappa TM,M,\kappa (\tau ))`$ is a tensor bundle over $`M`$. If $`(P,N,\pi )`$ is a vector bundle and $`F:MN`$ is a morphism, then a morphism $`\theta :MP`$ with $`\pi \theta =F`$ is called a section along $`F`$.

3.1.4. Let $`M`$ be a $`C^n`$-manifold on a Banach space $`X`$ over a spherically complete non-Archimedean field $`𝐊`$ and $`_nM`$ denotes the set of all $`C^n`$-vector fields on $`M`$, where $`n2`$. Let $`\mathrm{\Gamma }=\text{ }_j\mathrm{\Gamma }:\varphi _j(U_j)y_j\mathrm{\Gamma }(y_j)L(X,X;X)`$ be a $`C^{n2}`$-mapping such that

$$(i)\varphi _{l,j}^{}.\text{ }_j\mathrm{\Gamma }(y_j)=\varphi _{l,j}\mathrm{"}+\text{ }_l\mathrm{\Gamma }(y_l)(\varphi _{l,j}^{}\times \varphi _{l,j}^{})$$

for each two charts with $`U_jU_l\mathrm{}`$. This $`\{\text{ }_j\mathrm{\Gamma }\}`$ is called the family of Christoffel symbols $`\text{ }_j\mathrm{\Gamma }`$ on $`M`$.

A covariant derivation $`_{n1}M^2(\mathrm{\Psi },\mathrm{\Phi })_\mathrm{\Psi }\mathrm{\Phi }_{n2}M`$ is given by

$$(ii)_\mathrm{\Psi }\mathrm{\Phi }(y_j)=\mathrm{\Phi }^{}(y_j).\mathrm{\Psi }(y_j)+\mathrm{\Gamma }(y_j)(\mathrm{\Psi }(y_j),\mathrm{\Phi }(y_j)),$$

where $`\mathrm{\Psi }(y_j)`$ and $`\mathrm{\Phi }(y_j)`$ are principal parts of $`\mathrm{\Psi }`$ and $`\mathrm{\Phi }`$ on $`(U_j,\varphi _j)`$. If $`M`$ with $`At(M)`$ is supplied with $`\mathrm{\Gamma }`$, then $`M`$ possesses a covariant derivation.

3.1.5. For a $`C^n`$-vector bundle $`(P,M,\pi )`$ on $`X\times H`$ with $`n2`$ define a $`𝐊`$-(linear) connection as a bundle morphism $`K:TPP`$ such that $`\pi K=\pi \tau _P`$. This mapping $`K`$ in its local representation $`\text{ }_jK=P\varphi _jKTP\varphi _j^1`$ for bundle charts $`(U_j,\varphi _j,P\varphi _j)`$ of $`(P,M,\pi )`$ and $`(TU_j,T\varphi _j,TP\varphi _j)`$ of $`(TP,P,\tau _P)`$ is given by $`\{U_j,\mathrm{\Xi }\}\times (X\times H)(x,\mathrm{\Psi },\mathrm{\Phi },z)(x,z+\text{ }_j\mathrm{\Gamma }(x)(\mathrm{\Phi },\mathrm{\Psi }))\{x\}\times H`$. The Christoffel symbol $`\text{ }_j\mathrm{\Gamma }(x):U_jL(X,H;H)`$ is of class of smoothness $`C^{n2}`$. For it the horizontal space $`T_{\mathrm{\Psi }h}`$ is defined as the kernel of $`K|_{T_\mathrm{\Psi }P}:T_\mathrm{\Psi }PH_q`$, $`q=\pi (\mathrm{\Psi })`$.

For a section $`\mathrm{\Psi }:MP`$ in $`(P,M,\pi )`$ define the covariant derivation of $`\mathrm{\Psi }`$ in the direction $`\mathrm{\Phi }T_xM`$ by

$$(i)_\mathrm{\Phi }\mathrm{\Psi }(x)=KT_x\mathrm{\Psi }.\mathrm{\Phi }.$$

3.2. Let $`X`$ be either a finite dimensional over a local field $`𝐊`$ space or of countable type such that a sequence of subspaces $`S_n`$ be given with $`S_nS_{n+1}`$ and $`S_nS_{n+1}`$ for each $`n𝐍`$, $`cl(_nS_n)=X`$, a dimension $`dim_𝐊S_n=:m(n)`$ of $`S_n`$ over $`𝐊`$ is finite. Let $`U`$ be a clopen bounded subset in $`S_n`$. Consider an antiderivation operator $`P(l,s)`$ on the Banach space $`C((t,s1),U𝐊)`$ of functions $`f:U𝐊`$ with definite partial difference quotients having continuous extensions (see §I.2 ) and denote $`P(l,s)`$ on $`U`$ by $`P_U(l,s)`$, where $`t[0,\mathrm{})`$, $`1s𝐙`$, $`l=[t]+1`$, $`[t]`$ is an integer part of $`t`$. In particular, $`C((t,0),U𝐊)`$ is denoted here by $`C^t(U,𝐊)`$.

3.3. Definition and Note. Let now $`U`$ be a clopen bounded subset in $`X`$ with $`dim_𝐊X=\mathrm{}`$. For each $`fC_0((t,s1),U𝐊)`$ there exists a sequence of cylindrical functions $`f_n`$ such that $`f=_nf_n`$ and $`lim_n\widehat{f}_n_{C((t,s1),U_n𝐊)}=0`$, where $`f_n`$ is a cylindrical function on $`U`$ such that $`f_n(x)=\widehat{f}_n(\pi _nx)`$, $`\widehat{f}_n`$ is a function on $`U_n:=S_nU`$, $`\pi _n:XS_n`$ is a projection on $`S_n`$. For each $`t<\mathrm{}`$ there exists $`U`$ of sufficiently small diameter $`\delta `$ such that $`P_{U_n}(l,s)1`$ for each $`n`$, since it is sufficient to take $`\delta ^{|j|+n}/|(j+\overline{u})!|1`$ for each $`j`$ with $`|j^{}|=0,\mathrm{},l1`$, $`j=j^{}+s^{}\overline{u}`$, $`s^{}\{0,1,\mathrm{},s1\}`$ (see Definition I.2.11 ). For $`U`$ of $`diam(U)`$ satisfying such condition define $`P_U(l,s)f:=_nP_{U_n}(l,s)f_n.`$

For $`U`$ as above is defined the space $`\text{ }_PC_0((t,s),UY):=P_U(l,s)C_0((t,s1),UY)`$, where $`Y`$ is a Banach space over $`𝐊`$.

3.4. Lemma. An image $`P_U(t,s)(C((t,s1),UY))`$ denoted by $`\text{ }_PC((t,s),UY)`$ is contained in $`C((t,s),UY)`$ and does not coincide with the latter space. The space $`\text{ }_PC((t,s),UY)`$ can be supplied with a norm denoted by $`_{U,(t,s),P}`$ relative to which it is complete and $`P_U(l,s):(C((t,s1),UY),_{C((t,s1),UY)})(\text{ }_PC((t,s),UY),_{U,(t,s),P})`$ is continuous.

Proof. Consider at first $`dim_𝐊X<\mathrm{}`$. If $`f\text{ }_PC((t,s),UY)`$, then $`^{\overline{u}}(P(t,s)f)(x)=f(x)`$ for each $`xU`$ (see Corollary I.2.16 ). On the other hand, there are $`gC((t,s),UY)`$ for which $`^{e_j}g(x)=0`$ in the notation of Definitions 2.4.1 and 2.11 I., for example, locally constant $`g`$.

Let now $`X`$ may be infinite dimensional, then from taking the limit of $`f_n`$ this statement follows in the general case. Consider an image $`P_U(l,s)(B(C((t,s1),UY),0,1)))=:V`$ of the closed ball in $`C((t,s),UY)`$ containing $`0`$ and with the unit radius. Let $`f\text{ }_PC((t,s),UY)`$, then there exists $`gC((t,s1),UY)`$ such that $`P_U(l,s)g=f`$. On the other hand, $`g_{C((t,s1),UY)}<\mathrm{}`$ and there exists a constant $`0c𝐊`$ such that $`cgB(C((t,s1),UY),0,1))`$. Therefore, $`cfV`$, since $`P_U(l,s)`$ is the $`𝐊`$-linear operator, that is, $`V`$ is the absorbing subset. Since the ball $`B(C((t,s1),UY),0,1)`$ is $`𝐊`$-convex, then $`V`$ is $`𝐊`$-convex. Evidently, $`0V`$.

Consider a weak topology on $`C((t,s),UY)`$, then it induces a weak topology on its $`𝐊`$-linear subspace $`\text{ }_PC((t,s),UY)`$. In particular, each evaluation functional $`h_x(f):=f(x)`$ is $`𝐊`$-linear and continuous on the latter space, where $`xU`$. In view of Theorem I.2.15  $`P_U(l,s)`$ is continuous from $`C((t,s1),UY)C((t,s),UY)`$. Therefore, $`V`$ is bounded relative to the weak topology, since $`U`$ is compact and $`V`$ is bounded relative to a weaker topology generated by evaluation functionals. Let $`\eta `$ be a Minkowski functional on $`\text{ }_PC((t,s),UY)`$ generated by $`V`$. It generates a norm in $`\text{ }_PC((t,s),UY)`$ relative to which it is complete. Since $`V`$ is the unit ball relative to this norm and $`P_U(l,s)^1(V)`$ is the unit ball in $`C((t,s1),UY)`$, then $`P_U(l,s)`$ is continuous relative to this topology.

3.5. Note. In view of Lemma 3.4 Definitions 3.1.1-3.1.5 can be spread on $`C_0((t,s))`$ and $`\text{ }_PC_0((t,s))`$-manifolds, that is, $`(\varphi _{l,j}id)C_0((t,s),W_{l,j}X)`$ and $`(\varphi _{l,j}id)\text{ }_PC_0((t,s),W_{l,j}X)`$ respectively for each charts $`U_l`$ and $`U_j`$ with $`U_lU_j\mathrm{}`$, where $`\varphi _j(U_j)`$ are bounded clopen subsets in $`X`$ of sufficiently small diameter as in §3.3 if $`X`$ is infinite dimensional over $`𝐊`$.

3.6. Note. Consider the space of functions $`_{(t,s)}M=C_0((t,s),M𝐊)`$, then

$`_S(aV+bW)=a_SV+b_SW`$, $`_S(fV)=S(f)V+f_SV`$, where $`S`$, $`V`$, $`W_{(t,s)}M`$, $`_{(t,s)}M`$ denotes the set of all $`C_0((t,s))`$-vector fields on $`M`$. Considering the foliation of $`M`$ and taking the limit we get for a given chart $`(U_j,\varphi _j)`$:

$`_SV(\varphi _j)=_k\{_iS^i(\varphi _j)(V^k/\varphi _j^i)(\varphi _j)`$
$`+_{i,l}S^i(\varphi _j)V^l(\varphi _j)\mathrm{\Gamma }_{i,l}^k(\varphi _j)\}e_k`$,
where $`(\varphi _j,e_i)`$ are basic vector fields on $`\varphi _j(U_j)`$, $`S(\varphi _j)=_iS^i(\varphi _j)e_i`$, $`\mathrm{\Gamma }(\varphi _j)=_{i,l,k}\mathrm{\Gamma }_{i,l}^k(\varphi _j)e^ie^je_k`$, $`e^i(e_j)=\delta _j^i`$ for each $`i`$ and $`j\alpha `$. Therefore, there exists a torsion tensor
$`T(S,V)=_SV_VS[S,V]`$ and a curvature tensor
$`R(S,V)W=_S_VW_V_SW_{[S,V]}W`$
for each $`S`$, $`V`$ and $`W_{(t,s)}M`$ such that $`T(S,V)=T(V,S)`$, $`R(S,V)W=R(V,S)W`$ and
$`T(\varphi _j)(S,V)=\mathrm{\Gamma }(\varphi _j)(S,V)\mathrm{\Gamma }(\varphi _j)(V,S)L(X,X;X)`$,
$`R(\varphi _j)(S,V)W=D\mathrm{\Gamma }(\varphi _j).S(V,W)D\mathrm{\Gamma }(\varphi _j).V(S,W)`$
$`+\mathrm{\Gamma }(\varphi _j)(S,\mathrm{\Gamma }(\varphi _j)(V,W))\mathrm{\Gamma }(\varphi _j)(V,\mathrm{\Gamma }(\varphi _j)(S,W))L(X,X,X;X)`$ analogously to Lemma 1.5.3 .

3.7. Theorem. Let $`M`$ be a $`\text{ }_PC_0((t,s))`$-manifold with $`s2`$, then there exists a clopen neighbourhood $`\stackrel{~}{T}M`$ of $`M`$ in $`TM`$ and an exponential $`C_0((t,s))`$-mapping $`\mathrm{exp}:\stackrel{~}{T}MM`$ of $`\stackrel{~}{T}M`$ on $`M`$.

Proof. Let $`M`$ be embedded into $`TM`$ as the zero section of the bundle $`\tau _M`$. Consider the non-Archimedean geodesic equation $`_{\dot{c}}\dot{c}=0`$ with initial conditions $`c(0)=x_0`$, $`\dot{c}(0)=y_0`$, $`x_0M`$, $`y_0T_{x_0}M`$, where $`c(b)`$ is a $`\text{ }_PC_0((t,s))`$-curve on $`M`$, $`c:B(𝐊,0,1)M`$. For a chart $`(U_j,\varphi _j)`$ containing a point $`x`$ of $`M`$ let $`\varphi _jc(b):=\psi _j(b)`$, thus

$$(i)\psi _j\mathrm{"}(b)+\mathrm{\Gamma }(\psi _j(b))(\dot{\psi }_j(b),\dot{\psi }_j(b))=0.$$

Since $`\psi _j\text{ }_PC_0((t,s))`$, then there exists $`fC((t,s2),BX)`$ such that $`\psi _j=P_B(l,s)P_B(l,s1)f`$, where $`B:=B(𝐊,0,1).`$ Therefore, $`\dot{\psi }_j=P_B(l,s1)f`$ and $`\psi _j\mathrm{"}=f`$, consequently, $`f`$ satisfies the equation

$$(ii)f(b)+\mathrm{\Gamma }(P^2f|_b)(P^1f|_b,P^1f|_b)=0,$$

where $`P^2:=P_B(l,s)P_B(l,s1)`$ and $`P^1:=P_B(l,s1)`$. Consider a marked point $`b_0B`$. At first there exists $`r>0`$ such that Equation $`(ii)`$ and hence $`(i)`$ has a unique solution in $`B(𝐊,b_0,r)`$. For this consider the iterational equation:

$$(iii)f_{m+1}(b)+\mathrm{\Gamma }(P^2f_m|_b)(P^1f_m|_b,P^1f_m|_b)=0,$$

where $`f_m`$ is a sequence of functions. From $`\mathrm{\Gamma }\text{ }_PC_0((t,s2))`$, since $`M`$ is the $`\text{ }_PC_0((t,s))`$-manifold, it follows, that $`f_{m+1}\text{ }_PC((t,s2))`$ for each $`f_m\text{ }_PC((t,s2))`$. Then $`f_{m+1}(t)f_m(t)=\mathrm{\Gamma }(P^2f_m|_t)(P^1f_m|_t,P^1f_m|_t)+`$ $`\mathrm{\Gamma }(P^2f_m|_t)(P^1f_{m1}|_t,P^1f_{m1}|_t)`$ $`\mathrm{\Gamma }(P^2f_m|_t)(P^1f_{m1}|_t,P^1f_{m1}|_t)`$
$`+\mathrm{\Gamma }(P^2f_{m1}|_t)(P^1f_{m1}|_t,P^1f_{m1}|_t)`$. In view of the ultrametric inequality, bilinearity of $`\mathrm{\Gamma }(x)(a,b)`$ by $`a`$, $`b`$ and continuity by $`x`$, and continuity of $`P^1`$ and $`P^2`$ for each $`x_0M`$ and each $`t_0B(𝐊,0,1)`$ there exists $`r>0`$ and $`ϵ>0`$ such that
$`(iv)`$ $`f_{m+1}f_mCϵ^2\mathrm{\Gamma }f_mf_{m1}`$ for each $`tB(𝐊,t_0,r)`$ and each $`y_0<ϵ`$, where $`C>0`$ is a constant related with $`P^1`$ and $`P^2`$. There exists $`0<r<\mathrm{}`$ such that $`P^11`$ and $`P^21`$ and $`P^2fG_{j,k}U_j`$ for each $`fG_{j,k}`$, since $`t`$ and $`s`$ are finite (see above), where $`G_{j,k}`$ is a clopen subset in $`U_j`$, $`\mathrm{\Gamma }`$ is a norm of $`\mathrm{\Gamma }`$ on $`G_{j,k}\times X^2`$ as a bilinear operator on $`X`$ for each $`xG_{j,k}`$. In view of continuity of $`\mathrm{\Gamma }`$ and boundedness of $`\varphi _j(U_j)`$ for each $`j`$ it is possible to choose a locally finite covering $`G_{j,k}`$ subordinated to $`U_j`$ such that $`\mathrm{\Gamma }`$ is finite on $`G_{j,k}`$, $`k𝐍`$. Therefore, choosing $`Cϵ^2\mathrm{\Gamma }<1`$ we get a convergent sequence on $`B(𝐊,t_0,r)\times G_{j,k}\times B(X,0,\delta )`$ and due to the fixed point theorem there exists a unique solution in $`B(𝐊,t_0,r)`$. In view of compactness of $`B(𝐊,0,1)`$ there exists a solution on it. Let $`f`$ and $`g`$ be two functions providing solutions $`\psi ^f=P^2f`$ and $`\psi ^g=P^2g`$ of the problem on $`B(𝐊,0,1)`$, then $`P^2f(t_l)=P^2g(t_l)`$, $`P^1f(t_l)=P^1g(t_l)`$ for a finite number of points $`t_0=0,`$ $`t_1,\mathrm{},t_kB(𝐊,0,1)`$ such that on each $`B(𝐊,t_j,r_j)`$ a solution is unique for a given initial conditions, $`0<r_j1`$ for each $`j`$ and $`_jB(𝐊,t_j,r_j)=B(𝐊,0,1)`$. This imply that
$`(v)`$ $`\mathrm{\Gamma }(P^2f|_t)(P^1f|_t,P^1f|_t)\mathrm{\Gamma }(P^2(f+c_{1,l})|_t)(P^1(f+c_{2,l})|_t,P^1(f+c_{2,l})|_t)=c_{1,l}`$
for each $`l`$ and each $`tB(𝐊,t_l,r_l)`$. On the other hand, $`P^1c`$ and $`P^2c`$ are not locally constant for a constant $`c0`$, $`\mathrm{\Gamma }(\varphi _j)(a,b)`$ is bilinear by $`(a,b)X^2`$ and satisfies Equation $`\mathrm{3.1.4}.(i)`$, hence Equation $`(v)`$ may be satisfied only for $`c_{1,l}=c_{2,l}=0`$ for each $`l`$, consequently, a solution is unique.

Since $`f\text{ }_PC_0((t,s2))`$, then $`\psi _j\text{ }_PC_0((t,s))`$ for each $`j`$. Moreover, $`c_{aS}(t)=c_S(at)`$ for each $`aB(𝐊,0,1)`$ such that $`|aS(\varphi _j(q))|<ϵ,`$ since $`dc_S(at)/dt=a(dc_S(z)/dz)|_{z=at}`$. In view of continuity of $`P^2`$ and $`P^1`$ and $`\mathrm{\Gamma }`$ operators, for each $`x_0M`$ there exists a chart $`(U_j,\varphi _j)`$ and clopen neighbourhoods $`V_1`$ and $`V_2`$, $`\varphi _j(x_0)V_1V_2\varphi _j(U_j)`$ and $`\delta >0`$ such that from $`STM`$ with $`\tau _MS=q\varphi _j^1(V_1)`$ and $`|S(\varphi _j(q))|<\delta `$ it follows, that the geodesic $`c_S`$ with $`c_S(0)=S`$ is defined for each $`tB(𝐊,0,1)`$ and $`c_S(t)\varphi _j^1(V_2)`$. Due to paracompactness of $`TM`$ and $`M`$ this covering can be chosen locally finite .

This means that there exists a clopen neighbourhood $`\stackrel{~}{T}M`$ of $`M`$ in $`TM`$ such that a geodesic $`c_S(t)`$ is defined for each $`S\stackrel{~}{T}M`$ and each $`tB(𝐊,0,1)`$. Therefore, define the exponential mapping $`\mathrm{exp}:\stackrel{~}{T}MM`$ by $`Sc_S(1)`$, denote by $`\mathrm{exp}_x:=\mathrm{exp}|_{\stackrel{~}{T}MT_xM}`$ a restriction to a fibre. Then $`\mathrm{exp}`$ has a local representation $`(x_0,y_0)V_1\times B(X,0,\delta )\psi _j(1;x_0,y_0)V_2\varphi _j(U_j).`$ From Equations $`(i,ii)`$ it follows that $`\mathrm{exp}`$ is of $`C_0((t,s))`$-class of smoothness from $`\stackrel{~}{T}M`$ onto $`M`$.

3.8. Corollary. If $`M`$ is a $`\text{ }_PC_0((t,s))C^{\mathrm{}}`$-manifold with $`s2`$, then $`\mathrm{exp}C^{\mathrm{}}(\stackrel{~}{T}M,M).`$

3.9. Note. If $`M`$ is an analytic manifold, then $`\mathrm{exp}:\stackrel{~}{T}MM`$ is a locally analytic mapping. Theorem 3.7 gives an exponential manifold mapping for wider class of manifolds, than treated by the rigid geometry.

3.10. Note and Definitions. Let $`M`$ be a $`C^{\mathrm{}}`$-manifold and let $`\tau _M:TMM`$ be the tangent bundle, $`\theta :M\times HM`$ be a trivial bundle over $`M`$ with a Banach space fibre $`H`$ over $`𝐊`$. There exists the bundle $`L_{1,r}(\theta ,\tau _M)`$ over $`M`$ with the fibre $`L_{1,r}(H,X)`$, where $`r1`$ and spaces $`L_{n,r}(H,X)`$ were defined in  and §2 in I. (but with the notation $`L_{r,n}`$ there).

Let $`M`$ be a $`C^{\mathrm{}}`$-manifold with functions $`\varphi _{l,j}`$ satisfying Conditions I.4.8.(i) . Suppose that $`w`$ is a stochastic process with values in $`H`$ and $`\xi `$ is a stochastic process with values in $`X`$ such that $`\lambda \{\omega :w(t,\omega )C^0C^1\}=0`$, where $`H`$ and $`X`$ are Banach spaces over a local field $`𝐊`$.
Let $`aL^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X))))`$ and
$`EL^r(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,L(L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,H),L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X)))))`$,
$`(i)\xi (t,\omega )=\xi _0(\omega )+(\widehat{P}_ua)(u,\omega ,\xi )|_{u=t}+(\widehat{P}_{w(u,\omega )}E)(u,\omega ,\xi )|_{u=t}`$,
where $`1r,s,q\mathrm{}`$, $`1/r+1/s=1/q`$, $`wL^s(\mathrm{\Omega },𝖥,\lambda ;C_0^0(B_R,H))`$, $`\xi L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X))`$. Since $`H`$ and $`X`$ are isomorphic with $`c_0(\alpha _H,𝐊)`$ and $`c_0(\alpha _X,𝐊)`$, then $`L_{n,r}(X,H)`$ has the embedding into $`L_{n,r}(H,H)`$ for $`\alpha _X\alpha _H`$ and $`L_{n,r}(H,H)`$ has an embedding into $`L_{n,r}(X,X)`$ for $`\alpha _H\alpha _X`$. Inclusions $`Range(E)X`$, $`Range(w)H`$ and $`Range(\xi )X`$ reduce this case to Theorem II.3.4 . In view of Lemma $`I\mathrm{.2.3}`$ and Formula $`I\mathrm{.4.8}.(ii)`$

$$(ii)d\varphi (\xi (t,\omega ))=J(\varphi ,a,E)adt+J(\varphi ,a,E)Edw,\text{ where},$$

$$(iii)J(\varphi ,a,E):=\underset{m=0}{\overset{\mathrm{}}{}}[m!]^1\underset{l=0}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m}{l}\right)\widehat{P}_{u^l,w^{ml}}\varphi ^{(m+1)}(a^lE^{(ml)})|_{u=t}.$$

For stochastic processes of type II.3.5  it is necessary to consider the following generalization of Theorem I.4.8 .

3.11. Note. Consider $`aL^{\mathrm{}}(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X))))`$ and $`EL^{\mathrm{}}(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,L(L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,H),L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X))))),`$ $`a=a(t,\omega ,\xi )`$, $`E=E(t,\omega ,\xi )`$, $`tB_R,`$ $`\omega \mathrm{\Omega },`$ $`\xi L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X))`$ and $`\xi _0L^q(\mathrm{\Omega },𝖥,\lambda ;X),`$ $`wL^{\mathrm{}}(\mathrm{\Omega },𝖥,\lambda ;C_0^0(B_R,H)),`$ $`1q\mathrm{}`$, where $`a`$ and $`E`$ satisfy the local Lipschitz condition (see II.3.4.(LLC)). Suppose $`\xi `$ is a stochastic process of the type

$`(i)`$ $`\xi (t,\omega )=\xi _0(\omega )+`$ $`_{m+b=1}^{\mathrm{}}_{l=0}^m(\widehat{P}_{u^{b+ml},w(u,\omega )^l}[a_{ml+b,l}(u,\xi (u,\omega ))(I^ba^{(ml)}E^l)])|_{u=t}`$
such that $`a_{ml,l}C^0(B_{R_1}\times B(L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X)),0,R_2),L_m(X^m;X))`$ (continuous and bounded on its domain) for each $`n,l,`$ $`0<R_2<\mathrm{}`$ and

$`(ii)`$ $`lim_n\mathrm{}sup_{0ln}a_{nl,l}_{C^0(B_{R_1}\times B(L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,X)),0,R_2),L_n(X^n,X))}=0`$ for each $`0<R_1R`$ when $`0<R<\mathrm{}`$, or each $`0<R_1<R`$ when $`R=\mathrm{}`$, for each $`0<R_2<\mathrm{}.`$

Moreover, suppose that a function $`f`$ satisfies the conditions:

$$(iii)f(u,x)C^{\mathrm{}}(T\times H,X)$$

and

$$(iv)\text{ }\underset{n\mathrm{}}{lim}\underset{0ln}{\mathrm{max}}(\overline{\mathrm{\Phi }}^nf)(t,x;h_1,\mathrm{},h_n;$$

$$\zeta _1,\mathrm{},\zeta _n)_{C^0(T\times B(𝐊,0,r)^l\times B(H,0,1)^{nl}\times B(𝐊,0,R_1)^{nl},X)}=0$$

for each $`0<R_1<\mathrm{},`$ where $`h_j=e_1`$ and $`\zeta _jB(𝐊,0,r)`$ for variables corresponding to $`tT=B(𝐊,t_0,r)`$ and $`h_jB(H,0,1)`$, $`\zeta _jB(𝐊,0,R_1)`$ for variables corresponding to $`xH`$.

Analogously $`a`$, $`E`$, $`a_{l,m}`$ for $`\xi `$ with values in $`M`$ are considered substituting $`C^0(B_R,H)`$ on $`C^0(B_R,M)`$.

3.12. Theorem. If Conditions $`3.11.(ii)`$ are satisfied, then $`(i)`$ has the unique solution in $`B_R`$. If in addition Conditions $`3.11.(iii,iv)`$ are satisfied, then

$$(i)f(t,\xi (t,\omega ))=f(t_0,\xi _0)+\underset{m+b1,0m𝐙,0b𝐙}{}((m+b)!)^1\underset{l_1,\mathrm{},l_m}{}\left(\genfrac{}{}{0pt}{}{m+b}{m}\right)$$

$$(\widehat{P}_{u^{b+ml},w(u,\omega )^l}[(^{(m+b)}f/u^bx^m)(u,\xi (u,\omega ))(a_{l_1,n_1}\mathrm{}a_{l_m,n_m})(I^ba^{(ml)}E^l)])|_{u=t},$$

where $`l_1+\mathrm{}+l_m=m+bl`$, $`n_1+\mathrm{}+n_m=l`$, $`l_1,\mathrm{},l_m,n_1,\mathrm{},n_m`$ are nonnegative integers.

Proof. The first part of the theorem follows from $`II\mathrm{.3.5}`$  and embeddings of §3.10. Since $`\sigma _n\sigma _m(t)=\sigma _n\sigma _{m+j}(t)`$ for each $`nm`$, $`j>0`$ and $`\sigma _0(t)=t_0`$, then from Formula $`I\mathrm{.2.1}.(4)`$ it follows, that
$`\widehat{P}_{u^{l+b},w^m}a_{l+b,m}(I^ba^lE^m)|_{u=t_n}^{u=t_{n+1}}=a_{l+b,m}(t_n)((t_{n+1}t_n)^b(a(t_n)(t_{n+1}t_n))^l(E(t_n)(w(t_{n+1}w(t_n)))^m),`$
where other arguments are omitted for shortening the notation. Therefore, the second part of this theorem follows from Formulas $`I\mathrm{.4.8}.(iii)`$  and $`3.11.(i)`$.

3.13. Note. Let Conditions $`3.11.(iiv)`$ be satisfied and $`\varphi =f`$ be independent from $`t`$. Then due to Lemma $`I\mathrm{.2.3}`$  and Theorem $`3.12`$ above Formula $`3.10.(ii)`$ is valid with new operator $`J`$:

$$(i)J(\varphi ,a,E):=\underset{m=0}{\overset{\mathrm{}}{}}[m!]^1\underset{l_1,\mathrm{},l_m}{}\widehat{P}_{u^l,w^{ml}}\varphi ^{(m+1)}(a_{l_1,n_1}\mathrm{}a_{l_m,n_m})(a^lE^{(ml)}),$$

where $`l_1+\mathrm{}+l_m=l`$, $`n_1+\mathrm{}+n_m=ml`$.

3.14. Definition. Let $`(\mathrm{\Pi },M,\pi )`$ be a bundle on a manifold $`M`$ with fibres $`XL(H,X)`$ for each $`xM`$ and with transition functions $`J(\varphi ,a,E):(a,E)(J(\varphi ,a,E)a,J(\varphi ,a,E)E)`$, where $`\varphi =\varphi _{j,l}`$ for each pair of charts $`(U_j,\varphi _j)`$ and $`(U_l,\varphi _l)`$ with $`U_jU_l\mathrm{}`$, $`aX`$, $`EL(H,X)`$, $`J(\varphi ,a,E)`$ is given either by Equation $`3.10.(iii)`$ or by $`3.13.(i)`$.

3.15. Definition and Note. Let $`tT𝐊`$, where $`𝐊`$ is a local field, $`T`$ is clopen in $`𝐊`$. Let also $`(U_j,\varphi _j)`$ be a chart of a manifold $`M`$ on a Banach space $`X`$ over $`𝐊`$, $`xU_jM`$, $`(a,E)\pi ^1(x)`$ (see §3.14). By $`𝒢_x(a,E)`$ is denoted a collection of $`M`$-valued stochastic processes $`\xi `$ such that $`\xi U_j`$ with probability $`1`$, where $`\varphi _j\xi `$ is a solution of Equation either $`3.10.(i)`$ or $`3.11.(i)`$ for each $`j`$. Then $`𝒢_x(a,E)`$ is called the germ of the diffusion process at the point $`x`$ defined by a pair $`(a,E)`$. It is in addition with a given family of sections $`a_{l,m}`$ of bundles $`(\mathrm{\Pi }_{l+m},M,\pi _{l+m})`$ with fibres $`L_{m+l}(X^{m+l};X)`$ such that $`a_{l,m,x}\pi _{l+m}^1(x)`$ in the case $`3.11`$. Therefore, $`3.10`$ is the particular case of $`3.11`$.

A section $`𝒰`$ of the vector bundle $`(\mathrm{\Pi },M,\pi )`$ is the non-Archimedean analog of It$`\widehat{o}`$’s field over $`M`$.

3.16. Theorem. Let $`\varphi `$ and $`\psi `$ be two functions satisfying conditions either of §3.10 or §3.11 such that $`Dom(\varphi )Range(\psi )`$. Then

$`(i)`$ $`J_{\psi (x)}(\varphi ,a,E)J_x(\psi ,a,E)=J_x(\varphi \psi ,a,E)`$,

$`(ii)`$ $`J_x(id,a,E)=id`$.

Proof. Since $`a_{l,m,x}L_{l+m}(X^{l+m};X)`$, then $`J_x(\varphi ,a,E)a_{l,m,x}(a^lE^m)=a_{l,m,x}((J_x(\varphi ,a,E)a)^l(J_x(\varphi ,a,E)E)^m)`$ for each $`0l,m𝐙`$ and $`xM`$, where $`a=a_x`$, $`E=E_x`$, $`(a_x,E_x)\pi ^1(x)`$. Each derivative $`\varphi ^{(m)}`$ and $`\psi ^{(m)}`$ is a $`m`$-polylinear operator on $`X`$. Therefore, $`(\varphi \psi )^{(m)}(x)=_{l_1+\mathrm{}+l_bm,1bm}R_b(Q_{l_1}\mathrm{}Q_{l_b})`$, where $`R_b`$ and $`Q_l`$ are the $`b`$-linear and $`l`$-linear operators corresponding up to constant multipliers to $`\varphi ^{(b)}(z)|_{z=\psi (x)}`$ and $`\psi ^{(l)}(x)`$. Then $`_kQ_{l_j}(\mathrm{\Delta }_k\xi _1,\mathrm{},\mathrm{\Delta }_k\xi _{l_j})=\widehat{P}_{u^{l_{j,1}},w^{l_{j,2}}}Q_{l_j}(a^{l_{j,1}}E^{l_{j,2}})`$ for nonegative $`l_{j,1}`$ and $`l_{j,2}`$ with $`l_{j,1}+l_{j,2}=l_j`$ and $`\xi _i(t,\omega )=\widehat{P}_ua|_{u=t}`$ for $`i=1,\mathrm{},l_{j,1}`$, $`\xi _i(t,\omega )=\widehat{P}_wE|_{u=t}`$ for $`i=l_{j,1}+1,\mathrm{},l_j`$. Moreover,
$`_kQ_{l_j}(\mathrm{\Delta }_k\xi _1,\mathrm{},\mathrm{\Delta }_k\xi _{l_j1},\xi _{l_j})=\widehat{P}_{u^{l_{j,1}},w^{l_{j,2}}}Q_{l_j}(a^{l_{j,1}}E^{l_{j,2}})v`$
for nonegative $`l_{j,1}`$ and $`l_{j,2}`$ $`l_{j,1}+l_{j,2}=l_j1`$ and $`\xi _i(t,\omega )=\widehat{P}_ua|_{u=t}`$ for $`i=1,\mathrm{},l_{j,1}`$, $`\xi _i(t,\omega )=\widehat{P}_wE|_{u=t}`$ for $`i=l_{j,1}+1,\mathrm{},l_j1`$, $`\xi _{l_j}=v`$, where either $`v=a`$ or $`v=E`$. Therefore, $`\varphi :𝒢_x(a,E)𝒢_{\varphi (x)}(Ja,JE)`$, where $`J=J(\varphi ,a,E)`$. In view of Theorems $`I\mathrm{.4.8}`$  and $`3.12`$, Formulas $`3.10.(iii)`$ and $`3.13.(i)`$ there is satisfied the equality

$`(iii)`$ $`J_x(\varphi ,a,E)=\varphi ^{}(\xi _x^0)`$,
where $`\xi ^0`$ is a stochastic process being the solution either of Equation $`3.10.(i)`$ or $`3.11.(i)`$, $`xM`$, $`\xi _x^0T_xM`$. On the other hand, $`(\varphi (\psi )(x))^{}=\varphi ^{}(\psi (x)).\psi ^{}(x)`$ for each $`xDom(\psi )`$. Therefore, from $`\xi Dom(\psi )`$ and $`Range(\psi )Dom(\varphi )`$, Formula $`3.16.(i)`$ follows. From $`id^{}=I`$, where $`I`$ is a unit operator, Formula $`3.16.(ii)`$ follows.

3.17. Remark and Definition. Apart from the classical case here the bundle associated with the operator $`J(\varphi ,a,E)`$ in general is not quadratic. It may be polynomial only in a particular case given by theorem $`I\mathrm{.4.6}`$ .

Let $`f=\mathrm{exp}`$, where $`\mathrm{exp}:=\mathrm{exp}^M`$ is the exponential mapping for $`M`$. Consider $`𝒢_{(x,0)}(a,E)`$ a stochastic processes germ at a point $`y=0`$ in the tangent space $`T_xM`$. Then $`\mathrm{exp}_x^{}𝒢_{(x,0)}(a,E)=𝒢_x(J(\mathrm{exp}_x,a,E))(a,E)`$ is a stochastic processes germ at $`xM`$. Therefore, $`\varphi _j\mathrm{exp}_x^{}𝒢_{(x,0)}(a,E)=𝒢_{\varphi (x)}(J(\varphi _j\mathrm{exp}_x,a,E))(a,E)`$ for each chart $`(U_j,\varphi _j)`$ of $`M`$. The germ $`\mathrm{exp}_x^{}𝒢_{(x,0)}(a,E)`$ is called a stochastic differential bundle.

3.18. Corollary. To a functor $`J`$ there corresponds a bundle $`(J^M,M,\pi _J)`$ and a fibre $`J_x^M:=\pi _J^1(x)`$ may be identified with the space $`𝒢_x(J^M)`$ of stochastic processes germ. To a morphism $`f:MN`$ of manifolds there corresponds a bundle morphism $`𝒢(f)=ff^{}`$, where $`f^{}\xi :=f(\xi )`$.

Proof. If $`f:MN`$ is a manifold morphism, then $`𝒰`$ is transformed as $`(a_x,E_x)(a_{f(x)}^f,E_{f(x)}^f)`$, where $`a_{f(x)}^f=J(f,a,E)a_x`$ and $`E_{f(x)}^f=J(f,a,E)E_x`$, $`a_{l,m,f(x)}^f(t,f^{}\xi )=a_{l,m,x}(t,\xi )`$ for each $`xM`$. The stochastic process $`\xi _x^0`$ satisfies the antiderivational equation

$$(i)\xi _x^0=\underset{l,m}{}\widehat{P}_{u^l,w^m}a_{l,m,x}(a_x^lE_x^m)$$

and its differential has the form:

$$(ii)d\xi _x^0=\underset{l,m}{}l\widehat{P}_{u^{l1},w^m}a_{l,m,x}(a_x^{(l1)}E_x^m)a_xdt$$

$$+\underset{l,m}{}m\widehat{P}_{u^l,w^{m1}}a_{l,m,x}(a_x^lE_x^{(m1)})E_xdw_x.$$

Hence

$$(iii)f(\xi _x^0(t,\omega ))=\underset{l,m}{}\widehat{P}_{u^l,w^m}a_{l,m,f(x)}^f(u,f(\xi _x^0(u,\omega )))(a_{f(x)}^{f}{}_{}{}^{l}E_{f(x)}^{f}{}_{}{}^{m})|_{u=t}.$$

Therefore, $`f^{}:\mathrm{exp}_x^M(d\xi _x^0)\mathrm{exp}_{f(x)}^N(f^{}d\xi _x^0),`$ where

$$(iv)f^{}d\xi _x^0=\underset{l,m}{}l\widehat{P}_{u^{l1},w^m}a_{l,m,f(x)}^f(a_{f(x)}^{f}{}_{}{}^{(l1)}E_{f(x)}^{f}{}_{}{}^{m})a_{f(x)}^fdt$$

$$+\underset{l,m}{}m\widehat{P}_{u^l,w^{m1}}a_{l,m,f(x)}^f(a_{f(x)}^{f}{}_{}{}^{l}E_{f(x)}^{f}{}_{}{}^{(m1)})E_{f(x)}^fdf(w_x)$$

for $`f`$-related mappings $`\mathrm{exp}^M`$ and $`\mathrm{exp}^N`$.

3.19. Theorem. Let $`\mathrm{exp}:\stackrel{~}{T}MM`$ be the exponential mapping of a manifold $`M`$. Then $`J(\mathrm{exp},a,E):J^{\stackrel{~}{T}M}J^M`$ is a bundle morphism. If $`(U,\varphi )`$ is a chart of $`M`$, then

$$(i)J(\mathrm{exp}_{\varphi (x)}^\varphi ,a_x^\varphi ,E_x^\varphi )(a_x^\varphi ,E_x^\varphi )=(Sa_x^\varphi ,SE_x^\varphi ),$$

where $`S:=(d[\varphi \mathrm{exp}_x[\varphi ^{}(x)]^1](z)/dz)|_{z=\xi _x^0}.`$

Proof. The first statement of the theorem follows from Theorem 3.16 and Corollary 3.18. Consider the mapping $`F(z):=[\varphi \mathrm{exp}_x[\varphi ^{}(x)]^1](z)`$ for a chart $`(TU_j,T\varphi _j)`$ of $`TM`$, where $`\varphi =\varphi _j`$. The mapping $`F`$ is the local representation of $`\mathrm{exp}`$ in terms of coordinate mappings. Hence $`J(\mathrm{exp}_{\varphi (x)}^\varphi ,a_x^\varphi ,E_x^\varphi )=[dF(z)/dz]|_{z=\xi _x^0}`$, where $`\xi _x^0`$ is a solution of Equation either $`3.10(i)`$ or $`3.11.(i)`$ in $`T_xM`$. In particular, $`F^{}(0)=id`$ and $`F\mathrm{"}(0).(v,v)=\mathrm{\Gamma }(x)(v,v)`$, but in general $`\xi _x^0`$ may be nonzero.

3.20. Definition. Let $`𝒰`$ be a section of the bundle $`(\mathrm{\Pi },M,\pi )`$. Consider the differential

$$(i)d\xi (t,\omega )=\mathrm{exp}_{\xi (t,\omega )}^{}𝒢(a_{\xi (t,\omega )},E_{\xi (t,\omega )})$$

and the corresponding antiderivational equation:

$$(ii)\xi (t,\omega )=\mathrm{exp}_{\xi (t,\omega )}\{\underset{l,b,m}{}\widehat{P}_{u^{l+b},w^m}a_{b+l,m,\xi (t,\omega )}(u,\xi (u,\omega )))(I^ba_{\xi (t,\omega )}^lE_{\xi (t,\omega )}^m)|_{u=t}\}.$$

Suppose that there exists a neighbourhood $`V_xx`$ and a stochastic process belonging to the germ $`\mathrm{exp}_x(𝒢(a_x,E_x))=𝒢_x(J(\mathrm{exp}_x,a_x,E_x))(a_x,E_x)`$ such that $`P_{s,x}\{\omega :\xi _x(t,\omega )V_x,ts\}=1,`$ where $`P_{s,x}(W):=P(W:\xi (s,\omega )=x)`$, $`W𝖥`$. If this is satisfied for $`\nu _{\xi (s)}`$-a.e. $`xM`$, then it is said, that $`\xi (t,\omega )`$ possesses a stochastic differential governed by the field $`𝒰`$, where $`\nu _{\xi (s)}():=P\xi ^1(s,)`$. An $`M`$-valued $`\xi `$ satisfying $`(ii)`$ is called an integral process of the field $`𝒰(t)`$.

3.21. Definition. An atlas $`At(M)=\{(U_j,\varphi _j):j\}`$ of a manifold $`M`$ on a Banach space $`X`$ over $`𝐊`$ is called uniform, if its charts satisfy the following conditions:
$`(U1)`$ for each $`xM`$ there exist neighbourhoods $`U_x^2U_x^1U_j`$ such that for each $`yU_x^2`$ there is the inclusion $`U_x^2U_y^1`$;
$`(U2)`$ the image $`\varphi _j(U_x^2)X`$ contains a ball of the fixed positive radius $`\varphi _j(U_x^2)B(X,0,r):=\{y:yX,yr\};`$
$`(U3)`$ for each pair of intersecting charts $`(U_1,\varphi _1)`$ and $`(U_2,\varphi _2)`$ transition mappings $`\varphi _{l,j}=\varphi _l\varphi _j^1`$ are such that $`sup_x\varphi _{l,j}^{}C`$ and $`sup_x\varphi _{l,j}(x)C`$, where $`C=const>0`$ does not depend on $`\varphi _l`$ and $`\varphi _j`$.

3.22. Remark. Consider a measurable space $`(M,)`$, where $``$ is a $`\sigma `$-algebra on $`M`$, define a random mapping $`S(t,\tau ;\omega ):MM`$ for each $`t,\tau T`$ by $`xS(t,\tau ;\omega ;x)=S(t,\tau ;\omega )x`$. Suppose that

$`(1)`$ the mapping $`x\times \omega S(t,\tau ;\omega ;x)`$ is $`\times 𝖥`$-measurable for each $`t,\tau T`$;

$`(2)`$ the random variable $`S(t,\tau ;\omega ;x)`$ is $`𝖥`$-measurable and does not depend on $`𝖥`$ for each $`t,\tau ,x`$, moreover, all others conditions of §II.3.9  let also be satisfied (with the notation $`S(t,\tau ;\omega )`$ here instead of $`T(t,s;\omega )`$ there).

3.23. Proposition. Let $`\xi `$ be a stochastic process given by Equation $`3.11.(i)`$ and let also $`\mathrm{max}(a(t,\omega ,x)a(v,\omega ,x),E(t,\omega ,x)E(v,\omega ,x))|tv|(C_1+C_2x^b)`$ for each $`t`$ and $`vB(𝐊,t_0,R)`$ $`\lambda `$-almost everywhere by $`\omega \mathrm{\Omega }`$, where $`b`$, $`C_1`$ and $`C_2`$ are non-negative constants. Then $`\xi `$ with the probability $`1`$ has a $`C^0`$-modification and $`q(t)\mathrm{max}\{M\xi _0^s,|tt_0|(C_1+C_2q(t))\}`$ for each $`tB(𝐊,t_0,R)`$, where $`q(t):=sup_{|ut_0||tt_0|}M\xi (u,\omega )^s`$ and $`𝐍sb0`$. Moreover, if $`\lambda \{\omega :w(t,\omega )C^0C^1\}=0`$, then for $`\lambda `$-a.e. $`\omega `$ there exists $`\xi ^{}`$ and $`\lambda \{\omega :\xi (t,\omega )C^0C^1\}=0`$.

Proof. In view of Theorem 3.12 applied to $`f(t,x)=x^s`$ we have

$$f(t,\xi (t,\omega ))=f(t_0,\xi _0)+\underset{k=1}{\overset{s}{}}\underset{l_1,\mathrm{},l_k}{}(\widehat{P}_{u^{kl},w(u,\omega )^l}[(\left(\genfrac{}{}{0pt}{}{s}{k}\right)\xi (t,\omega )^{sk}(u,\xi (u,\omega ))$$

$$(a_{l_1,n_1}\mathrm{}a_{l_k,n_k})(a^{(kl)}E^l)])|_{u=t},$$

where $`l_1+\mathrm{}+l_k=kl`$, $`n_1+\mathrm{}+n_k=l`$. From Conditions of §3.11 and in particular $`3.11.(ii)`$ it follows, that $`M\xi (t,\omega )^s\mathrm{max}(M\xi _0^s,|tt_0|d(\widehat{P}_{}^s)(C_1+C_2sup_{|ut_0||tt_0|}M\xi (u,\omega )^s)`$, since $`|t_jt_0||tt_0|`$ for each $`j𝐍`$ and $`M\xi (t,\omega )\xi (v,\omega )^s|tv|(1+C_1+C_2d(\widehat{P}_{}^s)sup_{|ut_0|\mathrm{max}(|tt_0|,|vt_0|)}M\xi (u,\omega )^s)`$, since $`|t_jv_j||tv|+\rho ^j`$ for each $`j𝐍`$, where $`0<\rho <1`$,

$$d(\widehat{P}_{}^s):=\underset{(a0,E0,f0,a_{l_j,n_j}0,j=1,\mathrm{},k)}{sup}\underset{skl0}{\mathrm{max}}(k!)^1\widehat{P}_{u^{kl},w^l}(^kf/^kx)(a_{l_1,n_1}\mathrm{}a_{l_k,n_k})$$

$$(a^{(kl)}E^l)/(a_{C^0(B_R,H)}^{kl}E_{C^0(B_R,L(H))}^lf_{C^s(B_R,H)}\underset{j=1}{\overset{k}{}}a_{l_j,n_j}),$$

hence $`d(\widehat{P}_{}^s)1`$, since $`fC^s`$ as a function by $`x`$ and $`(\overline{\mathrm{\Phi }}^sg)(x;h_1,\mathrm{},h_s;0,\mathrm{},0)=D_x^sg(x).(h_1,\mathrm{},h_s)/s!`$ for each $`gC^s`$ and due to the definition of $`g_{C^s}`$. Considering in particular polyhomogeneous $`g`$ on which $`d(\widehat{P}_{}^s)`$ takes its maximum value we get $`d(\widehat{P}_{}^s)=1`$. From conditions on $`w`$, $`a_{l,k}`$, $`a`$ and $`E`$ it follows, that $`\xi (t,\omega )`$ with the probability $`1`$ has a $`C^0`$-modification (see Theorem $`II\mathrm{.3.5}`$ ), $`\xi L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(B_R,H))`$.

The last statement of this proposition follows from Lemma $`I\mathrm{.2.3}`$ .

3.24. Theorem. Suppose that $`M`$ is a manifold either satisfying conditions of Corollary $`3.8`$ or is analytic, $`At(M)`$ is uniform (see §3.21). Let $`a,`$ $`E,`$ $`a_{m,l}`$ and $`w`$ corresponding to a section $`𝒰`$ satisfy conditions of §3.11 with $`\lambda \{\omega :w(t,\omega )C^0C^1\}=0`$. Then there exists a unique up to stochastic equivalence random evolution family $`S(t,\tau ;\omega )`$ for a solution $`\xi (t,\omega )`$ of Equation $`3.20.(ii)`$.

Proof. Consider a solution of the non-Archimedean stochastic equation:

$$(i)\xi (t,\omega )=\mathrm{exp}_{\xi (t,\omega )}\{\underset{m,b,l}{}\widehat{P}_{u^{m+b},w^l}a_{m+b,l,\xi (t,\omega )}(u,\xi (u,\omega ))(I^ba_{\xi (t,\omega )}^mE_{\xi (t,\omega )}^l)|_{u=t}\}$$

corresponding to $`3.20.(i)`$. On each chart of the uniform atlas $`At(M)`$ of $`M`$ fields $`\{a_{m,l}:m,l\}`$, $`a`$, $`E`$ and $`w`$ are $`\lambda `$-a.e. bounded due to conditons of $`\mathrm{\S }3.11`$. For each two charts $`(U_j,\varphi _j)`$ and $`(U_l,\varphi _l)`$ with $`U_jU_l\mathrm{}`$ a transition mapping $`\varphi :=\varphi _{j,l}`$ is bounded together with its derivatives, hence $`\mathrm{\Gamma }`$ is bounded on each $`U_j`$, since the covering $`\{U_j:j\}`$ of $`M`$ can be chosen locally finite due to paracompactness of $`M`$ .

In view of Theorem $`II\mathrm{.3.5}`$ , Corollary 3.18 and Theorem 3.19 Equation $`(i)`$ has a unique solution on $`M`$. Let $`(a,E)`$ be a section of the bundle $`(\mathrm{\Pi },M,\pi )`$ and $`a_{l,m}`$ be sections of the bundles $`(\mathrm{\Pi }_{l+m},M,\pi _{l+m})`$ (see §§3.14 and 3.15). Consider a family $`\zeta _y(x)`$ of functions on $`M`$ of the class $`C^1(M,𝐊)`$ such that $`\zeta _y(x)=0`$ if $`xU_y^1`$, $`\zeta _y(x)=1`$ if $`xU_y^2`$ of the uniform atlas (see §3.21), then $`a_x^y:=\zeta _y(x)a_x`$, $`E_x^y:=\zeta _y(x)E_x`$, $`a_{l,m,x}^y:=\zeta _y(x)a_{l,m}`$ are local fields. Then there exists the local evolution family $`S_y(t,\tau ;\omega )`$ for each local solution (that is, with local coefficients):

$$(ii)\xi ^y(t,\omega )=\mathrm{exp}_{\xi ^y(t,\omega )}\{\underset{m,b,l}{}\widehat{P}_{u^{m+b},w^l}a_{m+b,l,\xi ^y(t,\omega )}^y(u,\xi (u,\omega ))$$

$$(I^b(a_{\xi ^y(t,\omega )}^y)^m(E_{\xi ^y(t,\omega )}^y)^l)|_{u=t}\}$$

due to Theorem $`II\mathrm{.3.5}`$  and Theorem $`3.12`$ above. Therefore, $`S_y(t,\tau ;\omega )xU_y^1`$ for each $`xU_y^2`$. Glueing together local solutions with the help of transition functions $`\varphi _{l,j}`$ of charts with nonvoid intersections $`U_lU_j`$ leads to the conclusion that a stochastic process $`\xi `$ is a solution of the stochastic antiderivational equation $`(i)`$ on $`M`$ if and only if for each $`tT`$ for $`\nu _{\xi (t)}`$-a.e. $`xM`$ it coincides $`P_{t,x}`$-a.e. with some local solution of this equation inside $`U_x^2`$, since $`\{U_x^2:xM\}`$ is a covering of $`M`$.

Consider a local representation $`\xi ^\varphi :=\varphi (\xi )`$, then there exists the corresponding $`S^\varphi `$ generated by $`d\xi ^\varphi `$ such that $`S^\varphi (t,\tau ;\omega )\xi ^\varphi (\tau ,\omega )=\varphi (S(t,\tau ;\omega )\xi (\tau ,\omega ))`$ for each $`t`$ and $`\tau T𝐊`$, $`\varphi \{\varphi _j:j\}`$.

In view of Proposition 3.23 there exists $`\delta >0`$ such that $`P\{\omega :S_x(t,\tau ;\omega )xU_x^2\}P\{sup\varphi (S_x(t,\tau ;\omega )x)>1\}C|t\tau |`$ for each $`t,\tau T`$ such that $`|t\tau |<\delta `$, where $`C>0`$ is a constant. Consider a family $`\mathrm{{\rm Y}}`$ of all finite partitions $`q`$ of $`T`$ into disjoint unions of balls $`B(𝐊,t_k^q,r_k^q)`$, where $`t_k^qT`$, $`0<r_k^qϵ_q`$, $`0<ϵ_q<\delta `$ for each $`q\mathrm{{\rm Y}}`$. Let $`qv`$ if and only if $`qv`$, then $`\mathrm{{\rm Y}}`$ is ordered by this relation. Consider a linearly ordered subsequence $`\mathrm{{\rm Y}}_0:=\{q_k:k𝐍\}`$ in $`\mathrm{{\rm Y}}`$ with $`lim_k\mathrm{}sup\{r_j^{q_k}:jq_k\}=0`$ and for it define $`\xi _k(t,\omega ):=S_{\xi _{k1}(t_l,\omega )}(t,t_l;\omega )\xi _{k1}(t_l,\omega )`$ for each $`k`$ and $`tB(𝐊,t_l^v,r_l^v)`$ for each $`t_lq_{k1}`$ and each $`k1`$, where $`v=q_{k1}`$, $`\xi (t_0,\omega )=x`$, $`\xi _1(t_l,\omega ):=\xi (t_l,\omega )`$ for each $`t_lq_1`$. Also define $`S^k(t,t_0;\omega )x=S_{\xi _{k1}(t_l,\omega )}(t,t_l;\omega )\xi _{k1}(t_l)`$. Consider $`z(s,\omega ):=S_y(s,t_k^q;\omega )yU_y^2`$ for each $`sB(𝐊,t_k^q,r_k^q)`$. For each $`tB(𝐊,t_k^q,r_k^q)`$ there is satisfied the equality $`S_y(t,t_k^q;\omega )y=S_{z(s,\omega )}(t,s;\omega )z(s,\omega )`$, since $`S_y(t,t_k^q;\omega )y=S_y(t,s;\omega )S_y(s,t_k^q;\omega )y`$ due to the existence of a local solution.

Put $`\mathrm{\Omega }^{\mathrm{{\rm Y}}_0}:=_{k\mathrm{{\rm Y}}_0}\mathrm{\Omega }_k`$, where $`\mathrm{\Omega }_k:=_{lq_k}\mathrm{\Omega }_{k,l}`$, where $`\mathrm{\Omega }_{k,l}:=\{\omega :S_{\xi _k(t_l,\omega )}(s,t_l)\xi _k(t_l,\omega )U_{\xi _k(t_l,\omega )}^2,sB(𝐊,t_l^v,r_l^v)\}`$. From the existence of a local solution it follows, that $`S^k(t,t_0)x=S^l(t,t_0)x`$ for each $`kl`$ and each $`\omega \mathrm{\Omega }_l`$. In view of Theorem 3.19 there exists $`lim_{q_k\mathrm{{\rm Y}}_0}S^k(t,t_0;\omega )=S(t,t_0;\omega ).`$ For each two linearly ordered subsets $`\mathrm{\Lambda }_1`$ and $`\mathrm{\Lambda }_2`$ in $`\mathrm{{\rm Y}}`$ there exists a linearly ordered subset $`\mathrm{\Lambda }`$ in $`\mathrm{{\rm Y}}`$ such that $`\mathrm{\Lambda }\mathrm{\Lambda }_1\mathrm{\Lambda }_2`$, hence this limit does not depend on the choice of $`\mathrm{{\rm Y}}_0`$. Events $`\mathrm{\Omega }_{k,l}`$ and $`\mathrm{\Omega }_{k,j}`$ are independent in total for each $`lj`$: $`P(\mathrm{\Omega }_{k,l}\mathrm{\Omega }_{k,j})=P(\mathrm{\Omega }_{k,l})P(\mathrm{\Omega }_{k,j})`$. Since $`𝐊`$ is a finite algebraic extension of the corresponding $`𝐐_𝐩`$, then there exists $`n𝐍`$ such that $`𝐊`$ as the $`𝐐_𝐩`$-linear space is isomorphic with $`𝐐_𝐩^𝐧`$. Choose $`\mathrm{{\rm Y}}_0`$ such that for each $`q_k\mathrm{{\rm Y}}_0`$ the supremum $`sup_{lq_k}r_l^{q_k}=:\delta _kp^k`$ and $`card(t_l:t_lq_kB(𝐊,t_0,p^s))=:m_{k,s}p^{snk}`$. In view of the ultrametric inequality from $`\alpha (\omega )+\beta (\omega )\delta `$ it follows, that $`\mathrm{max}(|\alpha (\omega )|,|\beta (\omega )|)\delta `$ for each two random variables $`\alpha `$ and $`\beta `$. Therefore, from Proposition 3.23 applied to $`\varphi _j(\xi )\varphi _j(\xi _0)`$, and the inclusion $`\xi (t,\omega )L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(T,M))`$ it follows, that $`P\{\mathrm{\Omega }_k:tTB(𝐊,t_0,p^s)\}(1C_kp^k)^{p^{snk}}`$, where $`lim_kC_k=0`$, since $`\xi (t,\omega )`$ is uniformly continuous on $`TB(𝐊,t_0,p^s)`$ for $`\lambda `$-a.e. $`\omega `$. Therefore, $`P\{\mathrm{\Omega }^{\mathrm{{\rm Y}}_0}:tTB(𝐊,t_0,p^s)\}lim_k\mathrm{exp}(C_ksn)=1`$ for each given $`s𝐍`$.

From $`S^k(t,t_0;\omega )x=S^k(t,s;\omega )S^k(s,t_0;\omega )x`$ and taking the limit by $`q\mathrm{{\rm Y}}`$ it follows, that $`S`$ satisfies the evolution property $`S(t,t_0;\omega )x=S(t,s;\omega )S(s,t_0;\omega )x`$. Then $`S(t,t_0;\omega )x`$ is a measurable function of $`x`$, since it is a superposition $`S(t,t_0;\omega )x=S^k(t,t_0;\omega )x`$ of locally measurable functions.

3.25. Corollary. Let conditions of Theorem 3.24 be satisfied, $`f`$ be a function on $`T\times M`$ such that each $`f\varphi _j^1`$ satisfies Conditions $`3.11.(iii,iv)`$ on its domain. Then a generating operator of an evolution family $`S(t,\tau ;\omega )`$ of a stochastic process $`\eta (t,\omega )=f(t,\xi (t,\omega ))`$ is given by the equation:

$$(i)A(t;\omega )\eta (t,\omega )=\underset{m+b1,0m𝐙,0b𝐙}{}((m+b)!)^1\underset{l=0}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m+b}{m}\right)$$

$$\underset{l_1+\mathrm{}+l_m=ml,n_1+\mathrm{}+n_m=l}{}\{b(\widehat{P}_{u^{b+ml1},w(u,\omega )^l}[(^b^mf/u^bx^m)(u,\xi (u,\omega ))(a_{l_1,n_1}$$

$$\mathrm{}a_{l_m,n_m})(I^{(b1)}a^{(ml)}E^l)])|_{u=t}+$$

$$(ml)(\widehat{P}_{u^{b+ml1},w(u,\omega )^l}[(^b^mf/u^bx^m)(u,\xi (u,\omega ))(a_{l_1,n_1}\mathrm{}a_{l_m,n_m})$$

$$(I^ba^{(ml1)}E^l)]a)|_{u=t}+$$

$$l(\widehat{P}_{u^{b+ml},w(u,\omega )^{l1}}[(^b^mf/u^bx^m)(u,\xi (u,\omega ))(a_{l_1,n_1}\mathrm{}a_{l_m,n_m})$$

$$(I^ba^{(ml)}E^{(l1)})]Ew_{}^{}{}_{u}{}^{}(u,\omega ))|_{u=t}\}.$$

Proof. In view of Theorem $`3.24`$ there exists a generating operator $`S(t,\tau ;\omega )`$ of an evolution family. For each chart $`(U_j,\varphi _j)`$ the stochastic process $`f\varphi _j^1(\xi )`$ is given by Equation $`3.12.(i)`$. Consider the covariant differentiation $`(f/x).h=_hf`$ on the manifold $`M`$, where $`hT_xM`$. For a random variable belonging to $`L^q(\mathrm{\Omega },𝖥,\lambda ;C^1(M,X))`$ its derivative and partial difference quotients $`\overline{\mathrm{\Phi }}^1f\varphi _j^1(x;h;b)`$ are naturally understood as elements of the corresponding spaces $`L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(W_j,X))`$ such that each limit $`lim_{xx_0}g(x,\omega )=c(\omega )`$ is taken in $`L^q(\mathrm{\Omega },𝖥,\lambda ;C^0(M,X))`$, where $`W_j:=\{(x,h,b)U_j\times X\times 𝐊:x+bhU_j\}`$. In another words it exists if and only if $`lim_{xx_0}g(x,\omega )c(\omega )_{L^q}=0`$, where $`cL^q(\mathrm{\Omega },𝖥,\lambda ;X)`$. Then $`f(t,\xi (t,\omega ))=lim_kf(t,S^k(t,t_0;\omega )x).`$ For each chart put $`f_j(t,):=f(t,\varphi _j^1()\varphi _jS_y)`$, where $`S_y(t,\tau ;\omega )y`$ does not leave for $`\lambda `$-a.e. $`\omega \mathrm{\Omega }`$ a clopen subset $`U_j`$ in $`M`$ for each $`t`$ and $`\tau T_j`$, $`T_jT`$, $`_jT_j=T`$, $`T_j`$ is a clopen subset in $`T`$. Then define $`(f(t,S^k(t,\tau ;\omega )x)_x^{}.h=f_x^{}(t,S^k(t,\tau )x)A^k(t,\tau ;\omega )h`$ and take the limit. From Lemma $`I\mathrm{.2.3}`$  it follows the statement of this Corollary.

3.26. Remarks. In the particular case $`3.10`$ Formula $`3.25.(i)`$ simplifies. When the family of $`\mathrm{\Gamma }`$ together with all its covariant derivatives along $`a`$ and $`Ew^{}`$ is equiuniformly bounded on each $`U_j`$, then $`3.25.(i)`$ can be written in another form using the identity $`^{m+1}f.(h_1,\mathrm{},h_m)=_{h_{m+1}}(^mf.(h_1,\mathrm{},h_m))_{l=1}^m(^mf).(h_1,\mathrm{},h_{l1},_{h_{m+1}}h_l,h_{l+1},\mathrm{},h_m)`$, in particular with $`h_l\{a,Ew^{}\}`$.

In a weak topology $`C^0(T,c_0(\alpha ,𝐊))`$ is isomorphic with $`c_0(\alpha ,𝐊)^T`$. Let $`\theta :𝐊𝐑`$ be a continuous surjective quotient mapping such that $`\theta (B(𝐊,0,1))=[0,1]`$. Then for each $`\xi L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐊)^T)`$ there exists $`\theta (\xi )L^q(\mathrm{\Omega },𝖥,\lambda ;`$
$`c_0(\alpha ,𝐑)^{\theta (T)})`$, that induces a surjective mapping $`\theta ^{}`$ from $`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐊)^T)`$ onto $`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐑)^{\theta (T)})`$. Therefore, for each stochastic process $`\eta `$ in
$`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐑)^{\theta (T)})`$ there exists a stochastic process $`\xi `$ in $`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐊)^T)`$ such that $`\theta (\xi )=\eta `$. On the other hand, $`𝐊`$ is a projective limit of discrete rings $`S_{\pi ^n}`$ isomorphic to the quotient of $`𝐊`$ by the equivalence relation associated with disjoint subsets $`x_j+\pi ^nB(𝐊,0,1)`$ in $`𝐊`$, $`j=0,1,2,\mathrm{}`$, $`x_0:=0`$, $`\pi 𝐊`$, $`|\pi |=\mathrm{max}\{|x|:|x|<1,x𝐊\}`$. Therefore, $`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐊)^T)`$ is isomorphic as the topological space to projective limit of modules $`L^q(\mathrm{\Omega },𝖥,\lambda ;c_0(\alpha ,𝐒_{\pi ^𝐧})^{𝐒_{\pi ^𝐧}})`$ over discrete rings $`𝐒_{\pi ^𝐧}`$, since simple functions are dense in $`L^q`$, consequently, $`\xi `$ is equal to the projective limit of stochastic processes with values in discrete modules $`c_0(\alpha ,𝐒_{\pi ^𝐧})`$ over rings $`𝐒_{\pi ^𝐧}`$. This opens a possibility of approximation of stochastic processes by stochastic processes with values in discrete modules. Certainly there is not any simple relation between classical and non-Archimedean stochastic equations, so if $`\xi `$ satisfies definite stochastic antiderivational equation relative to $`w`$ it is a problem to find a classical stochastic equation to which $`\theta (\xi )`$ satisfies relative to either $`\theta (w)`$ or a standard stochastic process (Wiener, Lèvy) and vice versa.

Theorem 3.24 and Corollary 3.25 are applicable in particular to totally disconnected Lie groups over non-Archimedean fields of characteristic zero.

Acknowledgment. The author thanks Prof. J. Oesterle and Prof. H. Rosenberg for hospitality at the ”Institut de Mathématiques Université Paris 6 et 7” and the ”Ministere de la Recherche” and ”ÉGIDE” of France for support.

Address: Theoretical Department, Institute of General Physics,

Russian Academy of Sciences,

Str. Vavilov 38, Moscow, 119991 GSP-1, Russia

E-mail: ludkovsk@fpl.gpi.ru