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

DOI10.2969/JMSJ/06831271zbMATH Open1356.60125arXiv1409.6951OpenAlexW3098898822MaRDI QIDQ329675FDOQ329675

Authors: Yuu Hariya, Kaname Hasegawa 

Publication date: 21 October 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1409.6951

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zbMATH Keywords

Brownian motionFeynman-Kac formulafractional Laplacianheat equationsingular potential\(\alpha\)-stable process

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99) Heat equation (35K05) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

Cited In (4)

• Capacity of the range of random walk: the law of the iterated logarithm
• The probabilistic Feynman-Kac formula for an infinite-dimensional Schrödinger equation with exponential and singular potentials
• Probabilistic approach to the heat equation with a dynamic Hardy-type potential
• Instantaneous and finite time blow-up of solutions to a reaction-diffusion equation with Hardy-type singular potential

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