TY  - INPR
A1  - Bär, Christian
A1  - Pfäffle, Frank
T1  - Wiener measures on Riemannian manifolds and the Feynman-Kac formula
N2  - 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 Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)17 
KW  - Wiener measure
KW  - conditional Wiener measure
KW  - Brownian motion
KW  - Brownian bridge
KW  - Riemannian manifold
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59998
ER  -