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Wiener Measures on Riemannian Manifolds and the Feynman-Kac Formula

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Abstract

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 Schr\"odinger operators with $$L^\infty$$-potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.

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Journal
2011-08-25
2012-07-17
1108.5082