On Itô ’ s Complex Measure Condition ∗
نویسندگان
چکیده
The complex measure condition was introduced by Itô (1965) as a sufficient condition on the potential term in a one-dimensional Schrödinger equation and/or corresponding linear diffusion equation to obtain a FeynmanKac path integral formula. In this paper we provide an alternative probabilistic derivation of this condition and extend it to include any other lower order terms, i.e. drift and forcing terms, that may be present. In particular, under a complex measure condition on the lower order terms of the diffusion equation, we derive a representation of mild solutions of the Fourier transform as a functional of a jump Markov process in wavenumber space.
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