A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications
arXiv:1410.2925
Abstract
A diffusion process associated with the real sub-Laplacian , the real part of the complex Kohn-Spencer laplacian , on a strictly pseudoconvex CR manifold is constructed via the Eells-Elworthy-Malliavin method by taking advantage of the metric connection due to Tanaka-Webster. Using the diffusion process and the Malliavin calculus, the heat kernel and the Dirichlet problem for are studied in a probabilistic manner. Moreover, distributions of stochastic line integrals along the diffusion process will be investigated.
14 pages