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机构地区:[1]LMAM, School of Mathematical Sciences, Peking University [2]School of Sciences, South China University of Technology [3]College of Mathematics and Information, Guangzhou University
出 处:《Science China Mathematics》2014年第8期1605-1614,共10页中国科学:数学(英文版)
基 金:supported by National Natural Science Foundation of China (Grant No. 10990012);50-Class General Financial Grant from the China Postdoctoral Science Foundation (Grant No. 2011M501317)
摘 要:We build Wiener measure for the path space on the Heisenberg group by using of the heat kernel corresponding to the sub-Laplacian and give the definition of the Wiener integral.Then we give the FeynmanKac formula.We build Wiener measure for the path space on the Heisenberg group by using of the heat kernel corresponding to the sub-Laplacian and give the definition of the Wiener integral. Then we give the FeynmanKac formula.
关 键 词:Heisenberg group C-C distance sub-Laplacian operator Wiener measure Feynman-Kac formula
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