3 papers
math.PR2010
Airy-heat functions, Hermite and higher order Hermite generating functions
Gerardo Hernández-del-Valle
In this note we discuss the relationship between the generating functions of some Hermite polynomials , , generalized Airy-Heat…
math.PR2010
A note on Schrödinger equation with linear potential and hitting times
Gerardo Hernández-del-Valle
In this note we derive a solution to the Schrödinger-type backward equation which satisfies a necessary boundary condition used in hitting-time problems [as described in Hernández-…
math.PR2010
Schrödinger equation with linear potential and hitting times
Gerardo Hernández-del-Valle
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 s…