Acta Mathematicae Applicatae Sinica

, Volume 6, Issue 2, pp 126–134 | Cite as

Probabilistic approach to the Neumann problem

  • Zhang Tusheng 


In this paper, we consider the Neumann boundary value problem of Schrödinger operator with measure potential μ. First, a martingale formulation of the Neumann problem and an analytic characterization of the martingale formulation are given. Then, by using the Dirichlet forms and Stochastic analysis we obtain an explicit formula for the unique weak solution of this problem in terms of reflecting Brownias motion and it's boundary local time.


Weak Solution Local Time Explicit Formula Neumann Boundary Probabilistic Approach 
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Copyright information

© Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A. 1990

Authors and Affiliations

  • Zhang Tusheng 
    • 1
  1. 1.Institute of Applied, MathematicsAcademia SinicaChina

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