The Wiener measure on the Heisenberg group and parabolic equations (Q2199368)

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The Wiener measure on the Heisenberg group and parabolic equations
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    The Wiener measure on the Heisenberg group and parabolic equations (English)
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    16 September 2020
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    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.
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    Wiener measure
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    path integral
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    Heisenberg group
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    heat equation
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    sub-Laplacian
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