A note on a.s. finiteness of perpetual integral functionals of diffusions
From MaRDI portal
Publication:2433675
DOI10.1214/ECP.v11-1203zbMath1111.60061OpenAlexW2113732645MaRDI QIDQ2433675
Marc Yor, Davar Khoshnevisan, Paavo H. Salminen
Publication date: 3 November 2006
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/127322
Related Items
Distribution of the time to explosion for one-dimensional diffusions, Divergence of an integral of a process with small ball estimate, Perpetual integrals for Lévy processes, On the distribution of integral functionals of a homogeneous diffusion process, Integral functionals for spectrally positive Lévy processes, Perpetual integrals via random time changes, ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS, Optimal stopping problems for some Markov processes, A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions, Impact of demography on extinction/fixation events, On absolute continuity and singularity of multidimensional diffusions, On a Zero-One Law for the Norm Process of Transient Random Walk, First passage upwards for state-dependent-killed spectrally negative Lévy processes, Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
