Feynman-Kac representation of some noncommutative elliptic operators

被引:7
作者
Lindsay, JM [1 ]
Sinha, KB [1 ]
机构
[1] INDIAN STAT INST,DELHI CTR,NEW DELHI 110016,INDIA
基金
美国国家科学基金会;
关键词
D O I
10.1006/jfan.1996.3061
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Gaussian averages of automorphisms of a von Neumannn algebra yield Markov semigroups by the well-known procedure of subordination. We construct operator-valued martingales to realise perturbations of such semigroups through Feynman-Kac formulae. The perturbations are noncommutative vector fields, and the martingales are operator families, which are determined by an Ito equation on each vector and satisfy cocycle relations with respect to a randomised flow on the algebra. In particular this gives a probabilistic representation of some symmetric Markov semigroups considered by Davies and Lindsay. (C) 1997 Academic Press.
引用
收藏
页码:400 / 419
页数:20
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