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arXiv · 1409.6951

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

Yuu Hariya·Kaname Hasegawa
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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 $α$-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.

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Yuu Hariya, Kaname Hasegawa. 2016-07-29. On divergence of expectations of the Feynman-Kac type with singular potentials. https://doi.org/10.2969/jmsj%2F06831271

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