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 , 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 ) flux across subsets of the sphere of radius and compute its expectation, again in terms of .
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