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Teoreticheskaya i Matematicheskaya Fizika, 2005, Volume 144, Number 2, Pages 423–432
DOI: https://doi.org/10.4213/tmf1867
(Mi tmf1867)
 

This article is cited in 2 scientific papers (total in 2 papers)

Killed Random Processes and Heat Kernels

Kh. Villarroel

University of Salamanca
Full-text PDF (250 kB) Citations (2)
References:
Abstract: Let $V(x)\geq0$ be a given function tending to a constant at infinity. It is well known that the density of the Brownian motion $B_t$ killed at the infinitesimal rate $V$ is a Green's function for the heat operator with such a potential. With an appropriate generalization, its Laplace transform also gives the density of $\int_0^tV(B_s)ds$. We construct such a Green's function via spectral analysis of the classical one-dimensional stationary Schrodinger operator.
Keywords: Brownian motion, heat equation propagator.
English version:
Theoretical and Mathematical Physics, 2005, Volume 144, Issue 2, Pages 1238–1245
DOI: https://doi.org/10.1007/s11232-005-0155-1
Bibliographic databases:
Language: Russian
Citation: Kh. Villarroel, “Killed Random Processes and Heat Kernels”, TMF, 144:2 (2005), 423–432; Theoret. and Math. Phys., 144:2 (2005), 1238–1245
Citation in format AMSBIB
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  • https://doi.org/10.4213/tmf1867
  • https://www.mathnet.ru/eng/tmf/v144/i2/p423
    Erratum
    This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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