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JOURNALS // Teoreticheskaya i Matematicheskaya Fizika // Archive

TMF, 2005 Volume 144, Number 2, Pages 423–432 (Mi tmf1867)

This article is cited in 2 papers

Killed Random Processes and Heat Kernels

Kh. Villarroel

University of Salamanca

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.

DOI: 10.4213/tmf1867


 English version:
Theoretical and Mathematical Physics, 2005, 144:2, 1238–1245

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© Steklov Math. Inst. of RAS, 2024