论文标题
多维随机过程的永久积分功能
Perpetual Integral Functionals of Multidimensional Stochastic Processes
论文作者
论文摘要
该论文专门用于积分函数的存在$ \ int_0^\ infty f（x（t））\，{\ mathrm {d} t} $，用于$ \ mathbb {r} $中的几类流程，带有$ d \ ge 3 $。考虑了一些示例，例如布朗运动，分数布朗运动，复合泊松过程，马尔可夫的过程承认过渡概率的密度。
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound Poisson process, Markov processes admitting densities of transitional probabilities are considered.
