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

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Publication:329675
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DOI10.2969/jmsj/06831271zbMath1356.60125arXiv1409.6951OpenAlexW3098898822MaRDI QIDQ329675

Kaname Hasegawa, Yuu Hariya

Publication date: 21 October 2016

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

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


zbMATH Keywords

heat equationBrownian motionFeynman-Kac formula\(\alpha\)-stable processfractional Laplaciansingular potential


Mathematics Subject Classification ID

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


Related Items (2)

Instantaneous and finite time blow-up of solutions to a reaction-diffusion equation with Hardy-type singular potential ⋮ Probabilistic approach to the heat equation with a dynamic Hardy-type potential




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