Schr\'odinger equation with linear potential and hitting times
| Autor: | Hernández-del-Valle, Gerardo |
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| Rok vydání: | 2010 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In Hern\'andez-del-Valle (2010) the author studies the connection between Schr\"odinger's equation and first hitting densities of Brownian motion. Although the author is able to find solutions of a Schr\"odinger type pde he fails---except in some special cases---to construct a solution which satisfies the boundary on the space variable at $x=0$. In this paper we use an approach used in Bluman and Shtelen (1996) to find solutions which satisfy the pde and boundary condition when $t=0$. |
| Databáze: | arXiv |
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