Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

MaRDI QIDQ5403322zbMATH OpenFDO

Authors Christian Bär, Frank Pfäffle

Publication date 25 March 2014

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

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)

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.

Recommendations

• A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• scientific article; zbMATH DE number 446482
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• An approximation to Wiener measure and quantization of the Hamiltonian on manifolds with non-positive sectional curvature
• Publication:3468356
• On a measure in Wiener space and applications
• On the Ornstein-Uhlenbeck operators on Wiener-Riemannian manifolds

Cited in

(11)

• Approximation schemes for path integration on Riemannian manifolds
• scientific article; zbMATH DE number 836647 (Why is no real title available?)
• Locality of the heat kernel on metric measure spaces
• Orientability through the algebraic multiplicity
• A rigorous construction of the supersymmetric path integral associated to a compact spin manifold
• Van Vleck formula for Wiener integrals and Jacobi fields
• Stochastic integration in Riemannian manifolds from a functional-analytic point of view
• On the semimartingale property of Brownian bridges on complete manifolds
• The Proof of the Feynman–Kac Formula for Heat Equation on a Compact Riemannian Manifold
• Wiener measures for path integrals with affine kinematic variables
• An approximation to Wiener measure and quantization of the Hamiltonian on manifolds with non-positive sectional curvature

This page was built for publication: Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5403322)