Linear complementary dual (LCD) codes are studied over the infinite integral domain of $ p $-adic integers. We give necessary and sufficient conditions for the existence of LCD codes in this space and describe the structure of these codes in terms of type and in terms of linear algebra over the $ p $-adic integers. We show that there exists an LCD code over $ \mathbb{Z}_{p^\infty} $ of type $ 1^k $ if and only if there exists LCD codes of type $ \{(p^{m_0})^{k_0}, (p^{m_1})^{k_1}, \ldots, (p^{m_r})^{k_r}\} $ for all $ k_0, k_1, \dots, k_r $ with $ \sum_{i = 0}^r k_i = k. $ We generalize various constructions of LCD codes over $ \mathbb{Z}_{p^\infty}. $ Finally, we study projections and lifts of these LCD codes to codes over finite chain rings. We show that if $ C $ is a code over $ \mathbb{Z}_{p^\infty} $ of type $ 1^k $ such that its projection to $ \mathbb{Z}_{p^e} $ is an LCD code, then $ C $ is an LCD code, and if $ C $ is an LCD code over $ \mathbb{Z}_{p^\infty} $ that is not of type $ 1^k $, then for infinitely many $ e $, we have that its projection to $ \mathbb{Z}_{p^e} $ is not an LCD code.
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