Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

zbMath1302.58017arXiv1108.5082MaRDI QIDQ5403322

Christian Bär, Frank Pfäffle

Publication date: 25 March 2014

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

zbMATH Keywords

Brownian motionBrownian bridgeLaplace-Beltrami operatorheat kernelFeynman-Kac formulastochastic completenesstransition functionconditional Wiener measurenormal Riemannian covering

Mathematics Subject Classification ID

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

Related Items (6)

Approximation schemes for path integration on Riemannian manifolds ⋮ A rigorous construction of the supersymmetric path integral associated to a compact spin manifold ⋮ Orientability through the algebraic multiplicity ⋮ Stochastic integration in Riemannian manifolds from a functional-analytic point of view ⋮ Locality of the heat kernel on metric measure spaces ⋮ On the semimartingale property of Brownian bridges on complete manifolds

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