The proof of the Feynman-Kac formula for heat equation on a compact riemannian manifold

被引：10
|
作者：
Obrezkov, OO [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Dept Math, Moscow 119899, Russia
来源：
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS | 2003年 / 6卷 / 02期
关键词：
Feynman-Kac formula; compact Riemannian manifold; Chernoff theorem; Wiener measure; heat equation;
D O I：
10.1142/S0219025703001109
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A full proof of the Feynman-Kac-type formula for heat equation on a compact Riemannian manifold is obtained using some ideas originating from the papers of Smolyanov, Truman, Weizsaecker and Wittich.(1-3) In particular, the technique exploited in the paper has some common lines with Chernoff theorem, which is one of the basic points of the approach to the topics undertaken in the above-mentioned papers.
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页码：311 / 320
页数：10
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