Killed Brownian motion and inequalities among solutions of the Schrodinger equation

H. Le

Stochastic Processes and their Applications, 2009, vol. 119, issue 4, 1257-1269

Abstract: We construct triplets of killed Brownian motions to obtain inequalities relating the solutions of the Schrodinger equation , with non-negative boundary conditions, on three interrelated compact sets in Euclidean space. These, in particular, include inequalities relating harmonic functions on the three compact convex sets and an inequality relating to solutions of the h-equilibrium potential equations.

Keywords: Brownian; motion; Brunn-Minkowski; inequality; Girsanov; transformation; Schrodinger; equation (search for similar items in EconPapers)
Date: 2009
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