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A Feynman-Kac gauge for solvability of the Schrödinger equation
Authors:RJ Williams
Institution:Department of Mathematics, Stanford University, Stanford, California 94305 U.S.A.
Abstract:Let {Xt, t ≥ 0} be Brownian motion in Rd (d ≥ 1). Let D be a bounded domain in Rd with C2 boundary, ?D, and let q be a continuous (if d = 1), Hölder continuous (if d ≥ 2) function in D?. If the Feynman-Kac “gauge” Ex{exp(∝0τDq(Xt)dt)1A(XτD)}, where τD is the first exit time from D, is finite for some non-empty open set A on ?D and some x?D, then for any ? ? C0(?D), φ(x) = Ex{exp(∝0τDq(Xt)dt)?(XτD)} is the unique solution in C2(D) ∩ C0(D?) of the Schrödinger boundary value problem (12Δ + q)φ = 0 in D, φ = ? on ?D.
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