A one-dimensional diffusion hits points fast

DOI10.1214/16-ECP4544MaRDI QIDQ287807zbMATH OpenOpenAlexFDO

Authors Cameron Bruggeman, Johannes Ruf

Publication date 23 May 2016

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.03822, https://projecteuclid.org/euclid.ecp/1457617913

zbMATH Keywords

diffusionhitting timesupport

Mathematics Subject Classification ID

Diffusion processes (60J60)

Abstract: A one-dimensional, continuous, regular, and strong Markov process $X$ with state space $E$ hits any point $zinE$ fast with positive probability. To wit, if $a{u}_z=inftgeq0:X_t=z$, then $P_{x}i({au}_z<varepsilon)>0$ for all $xiinE$ and $varepsilon>0$.

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