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Divergence,convergence and moments of some integral functionals of diffusions |
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| Authors: | Musiela M. |
| Affiliation: | (1) Laboratoire IMAG-TIM 3, BP: 68, F-38402 Saint-Martin d'Heres, Cedex, France |
| Abstract: | Summary In this paper we study some integral functionals of diffusions. We obtain criteria for their divergence and their convergence and we investigate the existence of their moments. |
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