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A spectral criterion for the finiteness or infiniteness of stopped Feynman-Kac functionals of diffusion processes

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Publication:1087243
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DOI10.1214/aop/1176992361zbMath0611.60072OpenAlexW2072286221MaRDI QIDQ1087243

Ross G. Pinsky

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992361


zbMATH Keywords

spectrum of the Schrödinger operatorexplicit variational formulafiniteness or infiniteness of the Feynman-Kac functionals


Mathematics Subject Classification ID

Diffusion processes (60J60) Multiplicative functionals and Markov processes (60J57)


Related Items (5)

On the analysis of a class of loss models incorporating time dependence ⋮ Brownian intersection local times: Exponential moments and law of large masses ⋮ When does allow the Hardy inequality to calculate an exact Poincaré constant on a line? ⋮ Probabilistic approach to the Dirichlet problem of second order elliptic PDE ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process




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