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On the Transfer of the Wiener Measure to the Set of Continuous Trajectories in the Heisenberg Group
Russian Journal of Mathematical Physics ( IF 1.4 ) Pub Date : 2019-12-10 , DOI: 10.1134/s1061920819040046
S. V. Mamon

In the paper, problems related to the theory of stochastic processes on nilpotent Lie groups are studied. In particular, a stochastic process on the Heisenberg group H3(ℝ) is considered such that the trajectories of this process, in the stochastic sense, satisfy the horizontality conditions with respect to the standard contact structure on H3(ℝ). The main result claims that the measure defined on the trajectories of this process is completely concentrated on the set C([0, t], H3(ℝ)) of continuous trajectories.

中文翻译:

海森堡群中维纳测度向连续轨迹集的转移

在本文中,研究了关于零幂李群上的随机过程理论的问题。特别地,考虑了海森堡群H 3(ℝ)上的随机过程,使得该过程的轨迹在随机意义上满足关于H 3(ℝ)上的标准接触结构的水平条件。主要结果声称,在此过程的轨迹上定义的测度完全集中在连续轨迹的集合C([0,t ],H 3(ℝ))上。
更新日期:2019-12-10
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