Positive-potential growth from Brownian recurrence
ID: positive-potential-growth-from-brownian-recurrence
Suppose bounded is bounded below by a positive constant on some nonempty open interval, and . The Feynman-Kac formula with a bounded potential gives . Infinite occupation time of one-dimensional Brownian motion makes that integral tend to infinity almost surely. The monotone convergence theorem then gives for every fixed . Thus no globally bounded classical solution exists under these hypotheses, although boundedness on every finite time slab is compatible with the conclusion.
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