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