<p>In this paper, we establish Wiener measure for the path space on the two-step nilpotent Lie group through the heat kernel corresponding to the Hörmander vector fields. Then we define Wiener integral, through which we give the Feynman-Kac formula on the two-step nilpotent Lie group.</p>

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Feynman-Kac Formula Corresponding to the Hörmander Vector Fields on the Two-step Nilpotent Lie Groups

  • Yingzhan Wang

摘要

In this paper, we establish Wiener measure for the path space on the two-step nilpotent Lie group through the heat kernel corresponding to the Hörmander vector fields. Then we define Wiener integral, through which we give the Feynman-Kac formula on the two-step nilpotent Lie group.