Year: 2005
Type: preprint
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.
Source: arXiv (Cornell University)
Authors: Salminen, Paavo, Yor, Marc
Institution: Laboratoire de Probabilités et Modèles Aléatoires
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2951031013