58J65 Diffusion processes and stochastic analysis on manifolds [See also 35R60, 60H10, 60J60]
Filtern
Volltext vorhanden
- ja (1)
Erscheinungsjahr
- 2012 (1)
Dokumenttyp
- Preprint (1) (entfernen)
Sprache
- Englisch (1)
Gehört zur Bibliographie
- ja (1) (entfernen)
Schlagworte
- Wiener measure (1) (entfernen)
Institut
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.