%0 Journal Article
%T A note on a.s. finiteness of perpetual integral functionals of diffusions
%A Paavo Salminen
%A Marc Yor
%J Mathematics
%D 2005
%I arXiv
%X 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.
%U http://arxiv.org/abs/math/0511336v1