On divergence of expectations of the Feynman-Kac type with singular potentials
Probability
2016-08-01 v2 Analysis of PDEs
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 -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.
Keywords
Cite
@article{arxiv.1409.6951,
title = {On divergence of expectations of the Feynman-Kac type with singular potentials},
author = {Yuu Hariya and Kaname Hasegawa},
journal= {arXiv preprint arXiv:1409.6951},
year = {2016}
}
Comments
This is the version accepted for publication in Journal of Mathematical Society of Japan