FeynmanโKac Representation of Some Nonco
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J.Martin Lindsay; Kalyan B. Sinha
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Article
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1997
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Elsevier Science
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English
โ 375 KB
Gaussian averages of automorphisms of a von Neumannn algebra yield Markov semigroups by the well-known procedure of subordination. We construct operatorvalued martingales to realise perturbations of such semigroups through Feynman Kac formulae. The perturbations are noncommutative vector fields, and