FEYNMAN-KAC FORMULA AND APPELL SYSTEMS ON QUANTUM GROUPS

Authors
FEINSILVER P FRANZ U SCHOTT R
Citation
P. Feinsilver et al., FEYNMAN-KAC FORMULA AND APPELL SYSTEMS ON QUANTUM GROUPS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 321(12), 1995, pp. 1615-1619
Citations number
11
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
321
Issue
12
Year of publication
1995
Pages
1615 - 1619
Database
ISI
SICI code
0764-4442(1995)321:12<1615:FFAASO>2.0.ZU;2-S
Abstract
We construct analogues of certain stochastic processes on R(tau), e.g. , Brownian motion, on quantum groups. For the analogue of Brownian mot ion, we present a Feynman-Kac type formula. Appell systems are defined and shown to be solutions of differential-difference equations.