Abstract
The Feynman-Kac formula and its connections with classical analysis were inititated in [3]. Recently there has been a revival of interest in the associated probabilistic methods, particularly in applications to quantum physics as treated in [7]. Oddly enough the inherent potential theory has not been developed from this point of view. A search into the literature after this work was under way uncovered only one paper by Khas’minskii [4] which dealt with some relevant problems. But there the function q is assumed to be nonnegative and the methods used do not apparently apply to the general case; see the remarks after Corollary 2 to Theorem 2.2 below.** The case of q taking both signs is appealing as it involves oscillatory rather than absolute convergence problems. Intuitively, the Brownian motion must make intricate cancellations along its paths to yield up any determinable averages. In this respect Theorem 1.2 is a decisive result whose significance has yet to be explored. Next we solve the boundary value problem for the Schrödinger equation (Δ+2q)ϕ= 0. In fact, for a positive continuous boundary function f, a solution is obtained in the explicit formula given in (2) of §1 below, provided that this quantity is finite (at least at one point x in D). Thus the Feynman-Kac formula supplies the natural Green’s operator for the problem.
Research supported in part by a NSF Grant MCS-8001540.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
K.L. CHUNG. On stopped Feynman-Kac functionals. Séminaire de Probabilités XIV (Univ·Strasbourg). Lecture Notes in Math. 784, Springer-Verlag, Berlin, 1980.
K.L. CHUNG and K.M. RAO. Sur la theorie du potentiel avec la fonctionelle de Feynman-Kac. C.R. Acad. Sci. Paris 210 (1980).
M. KAC. On some connections between probability theory and differential and integral equations. Proc. Second Berkeley Symposium on Math. Stat. and Probability, 189–215. University of California Press, Berkeley, 1951.
R.Z. KHAS’MINSKII. On positive solutions of the equation Au + Vu = 0. Theo. Prob. Appl. 4 (1959), 309–318.
W.F. MOSS and J. PIEPENBRINK. Positive solutions of elliptic equations. Pac. J. Math. 75 (1978), 219–226.
S. PORT and C. STONE. Brownian Motion and Classical Potential Theory. Academic Press, New York, 1978.
B. SIMON. Functional Integration and Quantum Physics. Academic Press, New York, 1979.
D.W. STROOCK and S.R.S. VARADHAN. Multidimensional Diffusion Processes. Springer-Verlag, Berlin, 1979.
E.B. DYNKIN. Markov Processes. Springer-Verlag, Berlin, 1965.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1981 Birkhäuser Boston
About this chapter
Cite this chapter
Chung, K.L., Rao, K.M. (1981). Feynman-Kac Functional and the Schrödinger Equation. In: Çinlar, E., Chung, K.L., Getoor, R.K. (eds) Seminar on Stochastic Processes, 1981. Progress in Probability and Statistics, vol 1. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-3938-3_1
Download citation
DOI: https://doi.org/10.1007/978-1-4612-3938-3_1
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-3072-0
Online ISBN: 978-1-4612-3938-3
eBook Packages: Springer Book Archive