ON LEFT INVARIANT BROWNIAN MOTIONS AND HEAT KERNELS OF NILPOTENT LIE-GROUPS

被引：1
|
作者：
ALBEVERIO, S
AREDE, T
HABA, Z
机构：
[1] SONDERFORSCH BEREICH 237 ESSEN BOCHUM, DUSSELDORF, GERMANY
[2] UNIV PORTO, FAC ENGN, OPORTO, PORTUGAL
[3] UNIV WROCLAW, INST THEORET PHYS, WROCLAW, POLAND
来源：
JOURNAL OF MATHEMATICAL PHYSICS | 1990年 / 31卷 / 02期
关键词：
D O I：
10.1063/1.528911
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Left-invariant Brownian motions on nilpotent Lie groups are studied. Their characterization is given through Ito or Stratonovich stochastic differential equations, their generators are exhibited and the associated heat semigroups are studied. A reduction formula is given for these semigroups and their kernels, as integrals of products of normalized random Gaussian densities. © 1990 American Institute of Physics.
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页码：278 / 285
页数：8
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