On left invariant Brownian motions and heat kernels of nilpotent Lie groups

DOI10.1063/1.528911zbMath0702.60012WikidataQ115331678 ScholiaQ115331678MaRDI QIDQ3480990

Zbignew Haba, Teresa Arede, Sergio A. Albeverio

Publication date: 1990

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528911

zbMATH Keywords

stochastic differential equations; hypoelliptic differential operators; Brownian motions on nilpotent Lie groups

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60B15: Probability measures on groups or semigroups, Fourier transforms, factorization