On pathwise projective invariance of Brownian motion. II (Q1116535)
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On pathwise projective invariance of Brownian motion. II (English)
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1988
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Let \(\{\) B(t);t\(\in R\}\) be a standard Brownian motion. In part I [ibid. No.2, 41-44 (1988; Zbl 0657.60061)], we introduced a group-action of SL(2,R) on the Brownian path space, \[ B^ g(t;\omega)=(ct+d)B(at+b)(ct+d)^{-1};\omega)-ctB(ac^{-1};\omega)- dB(bd^{-1};\omega),\quad g=\left( \begin{matrix} a\\ c\end{matrix} \begin{matrix} b\\ d\end{matrix} \right). \] That is \(B^ g(t;\omega)\) is again a Brownian motion, and the action satisfies the group composition law \((B^ g)^ h=B^{gh}\), \(g,h\in SL(2,R)\). Let us define the Wiener integral \(I^ g\) for each g, \[ I^ g(\phi,\omega)\equiv -\int \phi '(t)B^ g(t;\omega)dt,\quad \phi \in L^ 2(R,dx). \] A unitary operator \(T_ g\) is defined as \((T_ g\phi,\psi)\equiv E[I^{g^{- 1}}(\phi)\overline{I^ e(\psi)}]\). Then \(\{T_ g;g\in R\}\) becomes a unitary representation of SL(2,R). In this paper, this representation is determined as the irreducible unitary representation of discrete series of index 2.
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projective invariance
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supplementary series
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Brownian motion
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Wiener integral
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irreducible unitary representation
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