On left invariant Brownian motion and heat kernel of nilpotent Lie groups

• Type: Article in International Scientific Journal
• Date: 1990

Authors

S. Albeverio (Author) Other; Teresa Arêde (Author) FEUP; Z. Haba (Author) Other

Journal

Title: Journal of Mathematical Physics

Vol. 31 No. 2

Pages: 278-286

ISSN: 0022-2488

Publisher: American Institute of Physics

Scientific classification

FOS: Natural sciences > Mathematics

CORDIS: Physical sciences > Mathematics

Other information

DOI: 10.1063/1.528911

Abstract (EN): 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 9