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幂零矩阵群上的Wiener测度

Wiener measure for nilpotent matrix groups
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摘要 利用Wiener测度与路径积分,Wiener对布朗运动做了完美的分析学描述.通过幂零矩阵群上次拉普拉斯算子的热核,定义了相应的Wiener测度,并且在其上建立了Wiener积分.然后,利用Wiener测度和Wiener积分给出了幂零矩阵群上薛定谔方程的解. Wiener gave a characterization of the Brownian motion in term of Wiener measure.The Wiener measure on the nilpotent matrix group is established through the heat kernel corresponding to the sub-Laplacian,and the Wiener integral is defined.Then,the Feynman-Kac formula of the Schrodinger equation on nilpotent matrix groups is given.
机构地区 上海大学理学院
出处 《应用数学与计算数学学报》 2016年第2期222-237,共16页 Communication on Applied Mathematics and Computation
基金 教育部高校博士点基金资助项目(20113108120001)
关键词 布朗运动 幂零矩阵群 次拉普拉斯算子 Wiener测度 Feynman-Kac公式 Brownian motion nilpotent matrix group sub-Laplacian Wiener measure Feynman-Kac formula
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