A note on a.s. finiteness of perpetual integral functionals of diffusions
Probability
2007-05-23 v1
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.
Cite
@article{arxiv.math/0511336,
title = {A note on a.s. finiteness of perpetual integral functionals of diffusions},
author = {Paavo Salminen and Marc Yor},
journal= {arXiv preprint arXiv:math/0511336},
year = {2007}
}