In this paper a countable family of new compactly supported {\em non-Haar} $p$-adic wavelet bases in ${\cL}^2(\bQ_p^n)$ is constructed. We use the wavelet bases in the following applications: in the theory of $p$-adic pseudo-differential operators and equations. Namely, we study the connections between wavelet analysis and spectral analysis of $p$-adic pseudo-differential operators. A criterion for a multidimensional $p$-adic wavelet to be an eigenfunction for a pseudo-differential operator is derived. We prove that these wavelets are eigenfunctions of the fractional operator. In addition, $p$-adic wavelets are used to construct solutions of linear and semi-linear pseudo-differential equations. Since many $p$-adic models use pseudo-differential operators (fractional operator), these results can be intensively used in these models.

The notion of {\em $p$-adic multiresolution analysis (MRA)} is introduced. We discuss a ``natural'' refinement equation whose solution (a refinable function) is the characteristic function of the unit disc. This equation reflects the fact that the characteristic function of the unit disc is a sum of $p$ characteristic functions of mutually disjoint discs of radius $p^{-1}$. This refinement equation generates a MRA. The case $p=2$ is studied in detail. Our MRA is a 2-adic analog of the real Haar MRA. But in contrast to the real setting, the refinable function generating our Haar MRA is 1-periodic, which never holds for real refinable functions. This fact implies that there exist infinity many different 2-adic orthonormal wavelet bases in ${\cL}^2(\bQ_2)$ generated by the same Haar MRA. All of these bases are described. We also constructed multidimensional 2-adic Haar orthonormal bases for ${\cL}^2(\bQ_2^n)$ by means of the tensor product of one-dimensional MRAs. A criterion for a multidimensional $p$-adic wavelet to be an eigenfunction for a pseudo-differential operator is derived. We proved also that these wavelets are eigenfunctions of the Taibleson multidimensional fractional operator. These facts create the necessary prerequisites for intensive using our bases in applications.

In this paper we study some problems related with the theory of multidimensional $p$-adic wavelets in connection with the theory of multidimensional $p$-adic pseudo-differential operators (in the $p$-adic Lizorkin space). We introduce a new class of $n$-dimensional $p$-adic compactly supported wavelets. In one-dimensional case this class includes the Kozyrev $p$-adic wavelets. These wavelets (and their Fourier transforms) form an orthonormal complete basis in ${\cL}^2(\bQ_p^n)$. A criterion for a multidimensional $p$-adic wavelet to be an eigenfunction for a pseudo-differential operator is derived. We prove that these wavelets are eigenfunctions of the Taibleson fractional operator. Since many $p$-adic models use pseudo-differential operators (fractional operator), these results can be intensively used in applications. Moreover, $p$-adic wavelets are used to construct solutions of linear and {\it semi-linear} pseudo-differential equations.