Let $X_t$ be a Squared Bessel Process ($BESQ$). Define $Y_t=∫_0^tX_sds$. Do we know whether $\lim_{t→∞}Y_t=∫_0^∞ X_sds$ is finite or infinite? Does it depend on $BESQ$ parameter?
integral of a squared Bessel process
muhmaat
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