Radon-Nikodým derivative in the case of a random Schrödinger-type equation (Q1098497)
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English | Radon-Nikodým derivative in the case of a random Schrödinger-type equation |
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Radon-Nikodým derivative in the case of a random Schrödinger-type equation (English)
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1987
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Using the approach developed by Yu. A. Rozanov [Dokl. Akad. Nauk SSSR 266, 1067-1069 (1982; Zbl 0512.35035) and Teor. Veroyatn. Primen. 28, No. 2, 362-366 (1983; Zbl 0516.60073)] the author considers the boundary value problem to a random partial differential equation of the so-called Schrödinger type. In the case of Gaussian solutions he has found necessary and sufficient conditions for the equivalence (mutual absolute continuity) of measures generated by solutions corresponding to operators with different potentials. Beside of this the Radon-Nikodym derivative is explicitely computed. (It should be noted that there is nothing in common with the theory of Schrödinger operators with random potential.)
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random Schrödinger type equation
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equivalence of measures
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boundary value problem
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random partial differential equation
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