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 $\hat{I}¼(x)$ and $\ddot{I}{ƒ}^2(x)$, let $V_{\epsilon }$ be $1/\epsilon$ times the total time $X(t)$…