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.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:5999 |
| Date | January 2012 |
| Creators | Bär, Christian, Pfäffle, Frank |
| Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik |
| Source Sets | Potsdam University |
| Language | English |
| Detected Language | English |
| Type | Preprint |
| Format | application/pdf |
| Source | arXiv:1108.5082v1 [math.DG] 25 Aug 2011 |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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