  The paper is devoted to the existence of integral functionals $\int_0^\infty
f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with
$d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion,
compound Poisson process, Markov processes admitting densities of transitional
probabilities are considered.
