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On divergence of expectations of the Feynman-Kac type with singular potentials
- Source :
- J. Math. Soc. Japan 68, no. 3 (2016), 1271-1296
- Publication Year :
- 2014
-
Abstract
- Motivated by the work of Baras-Goldstein (1984), we discuss when expectations of the Feynman-Kac type with singular potentials are divergent. Underlying processes are Brownian motion and $\alpha$-stable process. In connection with the work of Ishige-Ishiwata (2012) concerned with the heat equation in the half-space with a singular potential on the boundary, we also discuss the same problem in the half-space for the case of Brownian motion.<br />Comment: This is the version accepted for publication in Journal of Mathematical Society of Japan
- Subjects :
- General Mathematics
Boundary (topology)
Type (model theory)
01 natural sciences
symbols.namesake
Mathematics - Analysis of PDEs
35K05
Feynman–Kac formula
FOS: Mathematics
60J65
Feynman diagram
0101 mathematics
Divergence (statistics)
Brownian motion
Mathematics
Mathematical physics
heat equation
Probability (math.PR)
010102 general mathematics
Primary 60J65, 60G52, Secondary 35K05, 60J55
Connection (mathematics)
010101 applied mathematics
symbols
60J55
Heat equation
fractional Laplacian
Mathematics - Probability
Analysis of PDEs (math.AP)
singular potential
60G52
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- J. Math. Soc. Japan 68, no. 3 (2016), 1271-1296
- Accession number :
- edsair.doi.dedup.....185b58120765c1017e521c00e5e88240