Title of article
Feynman–Kac Representation of Some Noncommutative Elliptic Operators
Author/Authors
Lindsay، نويسنده , , J.Martin and Sinha، نويسنده , , Kalyan B. Sinha، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
20
From page
400
To page
419
Abstract
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 Itô 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.
Journal title
Journal of Functional Analysis
Serial Year
1997
Journal title
Journal of Functional Analysis
Record number
1548173
Link To Document