English

Asymptotic flux across hypersurfaces for diffusion processes

Probability 2007-05-23 v2

Abstract

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity vv, the nonsymmetric (as regards time reversibility) part of the drift. In the case the diffusion has a limiting velocity we then define the asymptotic (as RR\uparrow\infty) flux across subsets of the sphere of radius RR and compute its expectation, again in terms of vv.

Keywords

Cite

@article{arxiv.math/0212020,
  title  = {Asymptotic flux across hypersurfaces for diffusion processes},
  author = {Andrea Posilicano and Stefania Ugolini},
  journal= {arXiv preprint arXiv:math/0212020},
  year   = {2007}
}

Comments

Revised version. To appear in Proceedings of the International Conference on Stochastic Analysis and Applications, a volume dedicated to Paul Kree