Perpetual Integral Functionals of Multidimensional Stochastic Processes
Abstract
The paper is devoted to the existence of integral functionals ∫0∞ f(X(t))\,dt for several classes of processes in R with d 3. Some examples such as Brownian motion, fractional Brownian motion, compound Poisson process, Markov processes admitting densities of transitional probabilities are considered.
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