Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

zbMATH Open1302.58017arXiv1108.5082MaRDI QIDQ5403322FDOQ5403322

Authors: Christian Bär, Frank Pfäffle 

Publication date: 25 March 2014

Abstract: This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schr"odinger operators with $L^{i}nfty$-potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.

Full work available at URL: https://arxiv.org/abs/1108.5082

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zbMATH Keywords

Brownian motionFeynman-Kac formulaLaplace-Beltrami operatorheat kernelstochastic completenessBrownian bridgetransition functionconditional Wiener measurenormal Riemannian covering

Mathematics Subject Classification ID

Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65)

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• Approximation schemes for path integration on Riemannian manifolds
• Title not available (Why is that?)
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• Orientability through the algebraic multiplicity
• A rigorous construction of the supersymmetric path integral associated to a compact spin manifold
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• On the semimartingale property of Brownian bridges on complete manifolds
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• The Proof of the Feynman–Kac Formula for Heat Equation on a Compact Riemannian Manifold
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