A one-dimensional diffusion hits points fast

preprint2015arXivOpen access

Abstract

A one-dimensional, continuous, regular, and strong Markov process XX with state space EE hits any point z∈Ez \in E fast with positive probability. To wit, if τz=inf⁡{t≥0:Xt=z}τ_z = \inf \{t \geq 0:X_{t} = z\}, then Pξ(τz<ε)>0P_ξ({ τ}_z<\varepsilon)>0 for all ξ∈Eξ\in E and ε>0\varepsilon>0.

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