pith. sign in

arxiv: math/0511336 · v1 · submitted 2005-11-14 · 🧮 math.PR

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

classification 🧮 math.PR
keywords diffusionsnoteconvergencecriterionfunctionalsintegralperpetualtransient
0
0 comments X
read the original abstract

In 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.