A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications

A diffusion process associated with the real sub-Laplacian $\Delta_b$, the real part of the complex Kohn-Spencer laplacian $\square_b$, 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 $\Delta_b$ are studied in a probabilistic manner. Moreover, distributions of stochastic line integrals along the diffusion process will be investigated.