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.
Citation
Yuu HARIYA. Kaname HASEGAWA. "On divergence of expectations of the Feynman–Kac type with singular potentials." J. Math. Soc. Japan 68 (3) 1271 - 1296, July, 2016. https://doi.org/10.2969/jmsj/06831271
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