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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2019 Number 6, Pages 8–14 (Mi vmumm3635)

Mathematics

Solution of the Cauchy problem for the heat equation on the Heisenberg group and the Wiener integral

S. V. Mamon

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The issues related to applications of functional integrals to evolution equations are studied. In particular, this is the problem of representation of solutions to the Cauchy problem for the heat equation in the three-parameter Heisenberg group $H_3(\mathbb{R})$ in terms of Wiener integral in the space of trajectories from $C[0,t]\times C[0,t]$.

Key words: Heisenberg group, Wiener integral, sub-Laplacian, Markov process in Heisenberg group, one-parameter semigroup of operators, infinitesimal operator of semigroup, Feynman–Kac formula.

UDC: 512.813.52+517.955.4+517.983.37+517.987.4+519.216.22

Received: 26.09.2016
Revised: 26.09.2018


 English version:
Moscow University Mathematics Bulletin, Moscow University Mеchanics Bulletin, 2019, 74:6, 221–226

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