Korzeniowski, Andrzej - In: Statistics & Probability Letters 8 (1989) 3, pp. 229-234
Let Xt be a diffusion on D with a generator , where f is a probability density such that f 0 on an open convex set D and vanishes outside. Then [integral operator]D 1/f = [infinity] implies that Xt never leaves D. As an application we extend the asymptotics of Wiener integrals of...