A note on a.s. finiteness of perpetual integral functionals of diffusions

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dc.creatorSalminen, Paavo
dc.creatorYor, Marc
dc.date2005-11-14
dc.date.accessioned2026-07-07T06:51:12Z
dc.date.available2026-07-07T06:51:12Z
dc.descriptionIn this note, with the help of the boundary classification of diffusions, we derive a criterion of the convergence of perpetual integral functionals of transient real-valued diffusions. In the particular case of transient Bessel processes, we note that this criterion agrees with the one obtained via Jeulin's convergence lemma.
dc.identifierhttps://arxiv.org/abs/math/0511336
dc.identifierhttp://arxiv.org/abs/math/0511336
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/104908
dc.subjectProbability
dc.subject60J65, 60J60
dc.titleA note on a.s. finiteness of perpetual integral functionals of diffusions
dc.typetext

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