On the time a diffusion process spends along a line

Nils Lid Hjort, Rafail Zalmonovich Khasminskii

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu (x)$ and ${\sigma }^2(x)$, let $V_{\epsilon }$ be $1/\epsilon$ times the total time $X(t)$ s…