Title of article :
Ergodic theorems for transient one-dimensional diffusions
Author/Authors :
Athreya، نويسنده , , K.B. and Weerasinghe، نويسنده , , A.P.N.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
For one-dimensional diffusions X that drift off to + ∞ we give conditions on a set B and the drift and diffusion coefficients of X for (1t)∫t0 IB(X(u))du to converge w.p.l as t → ∞.
Keywords :
60H05 , diffusion , Local time , transience , 60G07
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications