An Extended Generator and Schrödinger Equations
Abstract
The generator of a Borel right processis extended so that it maps functions to smooth measures. This extension may be defined either probabilistically using martingales or analytically in terms of certain kernels on the state space of the process. Then the associated Schrödinger equation with a (signed) measure serving as potential may be interpreted as an equation between measures. In this context general existence and uniqueness theorems for solutions are established. These are then specialized to obtain more concrete results in special situations.
Full Text: Download PDF | View PDF online (requires PDF plugin)
Pages: 1-23
Publication Date: November 16, 1999
DOI: 10.1214/EJP.v4-56
References
- S. Albeverio, J. Brasche and M. Röckner, Dirichlet forms and generalized Schr"odinger operators, Lecture Notes in Physics 345, Springer, 1989, pp. 1-42. Math. Review MR91c:47103
- J. Azéma, Théorie générale des processus et retournement du temps, Ann. Sci. de l'Ecole Norm. Sup. 6 (1973), 459-519. Math. Review MR51:1977
- R. M. Blumenthal and R. K. Getoor, Markov Processes and Potential Theory, Academic Press, New York, 1968. Math. Review MR41:9348
- A. Boukricha, W. Hansen and H. Hueber, Continuous solutions of the generalized Schrödinger equation and perturbation of harmonic spaces, Expo. Math. 5 (1987), 97-135. Math. Review MR88g:31019
- K. L. Chung and Z. Zhao, From Brownian Motion to Schrödinger's Equation, Springer, Berlin, Heidelberg, New York, 1995. Math. Review MR96f:60140
- E. Çinlar, J. Jacod, P. Protter and M. J. Sharpe, Semimartingales and Markov processes, Z. Wahrsheinlichkeitstheorie 54, (1980), 161-219. Math. Review MR82h:60084
- C. Dellacherie and P.-A. Meyer, Probabilités et Potentiel, Ch. I-IV (1975), Ch. V-VIII (1980), Ch. IX-XI (1983), Ch. XII-XVI (1987) Hermann, Paris. Math. Review MR58:7757
- E. B. Dynkin, Markov Processes, Vol. 1, Springer, Berlin, Heidelberg, New York, 1965. Math. Review MR33:1887
- D. Feyel and A. de La Pradelle,
Étude de l'équation
où $mu$ est une mesure positive, Ann. Inst. Fourier, Grenoble 38 (1988), 199-218. Math. Review MR90j:35074
- P. J. Fitzsimmons and R. K. Getoor, Revuz measures and time changes, Math. Z. 199 (1988), 233-256. Math. Review MR89h:60124
- P. J. Fitzsimmons and R. K. Getoor, Smooth measures and continuous additive functionals of right Markov processes, Itò's Stochastic Calculus and Probability Theory, Springer, Berlin, Heidelberg, New York, 1996, pp. 31-49. Math. Review MR98g:60137
- R. K. Getoor, Excessive Measures, Birkhauser, Boston, 1990. Math. Review MR92i:60135
- R. K. Getoor, Measure perturbations of Markovian semigroups, Potential Analysis 11 (1999), 101-133. Math. Review 1 703 827
- R. K. Getoor and M. J. Sharpe, Naturality, standardness and weak duality, Z. Wahrsheinlichkeitstheorie verw. Geb. 67 (1984), 1-62. Math. Review MR86f:60093
- R. K. Getoor and J. Steffens, The energy functional, balayage and capacity, Ann. Inst. Henri Poincaré 23 (1987), 321-357. Math. Review MR89b:60178
- W. Hansen, A note on continuous solutions of the Schrödinger equation, Proc. AMS 117 (1993), 381-384. Math. Review MR93d:35032
- H. Kunita, Absolute continuity of Markov processes and generators, Nagoya Math. J. 36 (1969), 1-26. Math. Review MR40:3626
- Z. Ma, Some new results concerning Dirichlet forms, Feynman-Kac semigroups and Schrödinger equations, Contemporary Math. 118 (1991), 239-254. Math. Review MR93d:31008
- D. Revuz, Mesures associées aux fonctionnelles additive de Markov I, Trans. AMS 148 (1970), 501-531. Math. Review MR43:5611
- M. J. Sharpe, General Theory of Markov Processes, Academic Press, Boston, San Diego, New York, 1988. Math. Review MR89m:60169
- P. Stollmann and J. Voigt, Perturbations of Dirichlet forms by measures, Potential Analysis 5 (1996), 109-139. Math. Review MR97e:47065

This work is licensed under a Creative Commons Attribution 3.0 License.