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  - 
TY  - INPR
A1  - Roelly, Sylvie
T1  - Reciprocal processes : a stochastic analysis approach
N2  - Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 2 (2013) 6 
KW  - Reciprocal process
KW  - Brownian bridge
KW  - Poisson bridge
KW  - duality formula
Y1  - 2013
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-64588
SN  - 2193-6943
ER  -