Bruggeman, Cameron; Ruf, Johannes A one-dimensional diffusion hits points fast. (English) Zbl 1338.60197 Electron. Commun. Probab. 21, Paper No. 22, 7 p. (2016). Summary: A one-dimensional, continuous, regular, and strong Markov process \(X\) with state space \(E\) hits any point \(z\in E\) fast with positive probability. To wit, if \(\tau_z = \inf \{t \geq 0:X_{t} = z\}\), then \(\text{P}_{\xi}(\tau_z<\varepsilon)>0\) for all \(\xi \in E\) and \(\varepsilon >0\). Cited in 7 Documents MSC: 60J60 Diffusion processes Keywords:diffusion; hitting time; support PDF BibTeX XML Cite \textit{C. Bruggeman} and \textit{J. Ruf}, Electron. Commun. Probab. 21, Paper No. 22, 7 p. (2016; Zbl 1338.60197) Full Text: DOI arXiv Euclid OpenURL