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math.PR2014★ 4 cited
On divergence of expectations of the Feynman-Kac type with singular potentials
Yuu Hariya, Kaname Hasegawa
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 moti…
math.PR2014
Some asymptotic formulae for Bessel process
Yuu Hariya
We recover in part a recent result of Hamana-Matsumoto (2014) on the asymptotic behaviors for tail probabilities of first hitting times of Bessel process. Our proof is based on a w…