The Wiener measure on the Heisenberg group and parabolic equations (Q2199368)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Wiener measure on the Heisenberg group and parabolic equations |
scientific article |
Statements
The Wiener measure on the Heisenberg group and parabolic equations (English)
0 references
16 September 2020
0 references
The paper links a Wiener stochastic processes on the plane \(\mathbb{R}^2\) with the heat kernel on the Heisenberg group \(H_3\) (which is also commonly denoted in other sources as \(H_1\)). In particular, trajectories of this homogeneous Markov process are horizontal relative to the standard contact structure on \(H_3\) regarded as a Carnot-Carathéodory manifold. Using the path integrals technique, the author obtains the main result: a one-parameter semigroup of operators generated by the sub-Laplacian on \(H_3\) is expressed through the Wiener integral. There are indications that this work admits several extensions and generalisations. The paper is well written and can be used as an introductory reading for specialists from the adjacent fields.
0 references
Wiener measure
0 references
path integral
0 references
Heisenberg group
0 references
heat equation
0 references
sub-Laplacian
0 references
0 references
0 references
0 references
0 references