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

Yuu Hariya; Kaname Hasegawa

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

机译：Feynman-Kac型具有奇异势能的期望的发散

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摘要

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.

机译：受Baras-Goldstein（1984）的影响，我们讨论了具有奇异势能的Feynman-Kac类型的期望何时发散。潜在的过程是布朗运动和α稳定过程。与Ishige-Ishiwata（2012）的工作有关，在边界处具有奇异势能的半空间中的热方程，我们还讨论了布朗运动情况下在半空间中的相同问题。

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来源
《Journal of the Mathematical Society of Japan》 |2016年第3期|1271-1296|共26页
作者
Yuu Hariya; Kaname Hasegawa;
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作者单位

Mathematical Institute Tohoku University Aoba-ku, Sendai Miyagi 980-8578, Japan;

Aizuwakamatsu Pukushima 965-0001, Japan;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Feynman-Kac formula; heat equation; singular potential; fractional Lapla-cian;

机译：Feynman-Kac公式;热方程奇异势分数拉普拉斯算子;

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7. On divergence of expectations of the Feynman-Kac type with singular potentials [O] . Hariya, Yuu, Hasegawa, Kaname 2016

机译：关于Feynman-Kac型奇异性的期望差异潜力

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

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