A note on a.s. finiteness of perpetual integral functionals of diffusions
Paavo Salminen, Marc Yor
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.
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