Capacity and Exit Time for Non-reversible Diffusions
Probability
2020-04-08 v1
Abstract
Capacity is an important quantity in potential theory and in the study of Markov processes. We give equivalent conditions between the capacity, the mean exit time, and the Green function for non-reversible diffusions.
Keywords
Cite
@article{arxiv.2004.03252,
title = {Capacity and Exit Time for Non-reversible Diffusions},
author = {Lu-Jing Huang and Kyung-Youn Kim},
journal= {arXiv preprint arXiv:2004.03252},
year = {2020}
}
Comments
13 pages