Schrödinger equation with linear potential and hitting times

Abstract

In Hernández-del-Valle (2010) the author studies the connection between Schrödinger's equation and first hitting densities of Brownian motion. Although the author is able to find solutions of a Schrödinger type pde he fails---except in some special cases---to construct a solution which satisfies the boundary on the space variable at $x=0$. In this paper we use an approach used in Bluman and Shtelen (1996) to find solutions which satisfy the pde and boundary condition when $t=0$.