|
This article is cited in 2 scientific papers (total in 2 papers)
Killed Random Processes and Heat Kernels
Kh. Villarroel University of Salamanca
Abstract:
Let V(x)≥0 be a given function tending to a constant at infinity. It is well known that the density of the Brownian motion Bt 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 ∫t0V(Bs)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.
Citation:
Kh. Villarroel, “Killed Random Processes and Heat Kernels”, TMF, 144:2 (2005), 423–432; Theoret. and Math. Phys., 144:2 (2005), 1238–1245
Linking options:
https://www.mathnet.ru/eng/tmf1867https://doi.org/10.4213/tmf1867 https://www.mathnet.ru/eng/tmf/v144/i2/p423
|
Statistics & downloads: |
Abstract page: | 341 | Full-text PDF : | 207 | References: | 49 | First page: | 1 |
|