Ergodic theorems for transient one-dimensional diffusions

K. B. Athreya and A. P. N. Weerasinghe

Stochastic Processes and their Applications, 1995, vol. 58, issue 1, 173-185

Abstract: For one-dimensional diffusions X that drift off to + [infinity] we give conditions on a set B and the drift and diffusion coefficients of X for (1/t)[integral operator]t0 IB(X(u))du to converge w.p.l as t --> [infinity].

Keywords: Diffusion; Local; time; Transience (search for similar items in EconPapers)
Date: 1995
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