Abstract
A one-dimensional, continuous, regular, and strong Markov process X with state space E hits any point z ∈ E fast with positive probability. To wit, if τz = inf{t ≥ 0 : Xt = z}, thenPξ(τz <ε)>0forallξ∈Eandε>0. Keywords: diffusion; hitting time; support. AMS MSC 2010: 60J60. Submitted to ECP on September 8, 2015, final version accepted on February 25, 2016.
Authors
Cameron Bruggeman, Johannes Ruf, others
Year
2016
Journal
Electronic Communications in Probability, (21).
Keywords
Complex networks, Complex Systems, Computation and Language, Computational Finance, Economics, and Finance