A Feynman-Kac solution to a random impulsive equation of Schrödinger type (Q416431)

If a force is applied to a particle undergoing Brownian motion, the resulting motion has a state function which satisfies a diffusion or Schrödinger-type equation. In this paper, the authors consider a process in which Brownian motion is replaced by a process which has Brownian transitions at all times other than random times at which the transitions have an additional ``impulsive'' displacement. The purpose of this paper is to examine the relationship between discontinuities in the state function which characterizes the diffusion, and impulsive changes in the underlying diffusion itself. They use a Feynman-Kac formulation to show the connection between these two classes of discontinuities. The method of analysis is based on the generalized Riemann approach of Henstock. In effect, the Feynman-Kac formulation of the problem is a generalized Riemann (or Henstock) integral.