Lid Hjort, Nils; Khasminskii, Rafail Z. - In: Stochastic Processes and their Applications 47 (1993) 2, pp. 229-247
For an arbitrary diffusion process X with time-homogeneous drift and variance parameters [mu](x) and [sigma]2(x), let V[var epsilon] be 1/[var epsilon] times the total time X(t) spends in the strip . The limit V as [var epsilon] -- 0 is the full halfline version of the local time of X(t) - a -...
