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On divergence of expectations of the Feynman-Kac type with singular potentials

Authors :
Yuu Hariya
Kaname Hasegawa
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

Details

Language :
English
Database :
OpenAIRE
Journal :
J. Math. Soc. Japan 68, no. 3 (2016), 1271-1296
Accession number :
edsair.doi.dedup.....185b58120765c1017e521c00e5e88240