Generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes

Applying the well-known Feynman-Kac formula of inhomogeneous case, an interesting and rigorous mathematical proof of generalized Jarzynski's equality of inhomogeneous multidimensional diffusion processes is presented, followed by an extension of the second law of thermodynamics. Then, we explain its physical meaning and applications, extending Hummer and Szabo's work ({\em Proc. Natl. Acad. Sci. USA} {\bf 98}(7), 3658--3661 (2001)) and Hatano-Sasa equality of steady state thermodynamics ({\em Phys. Rev. Lett.} {\bf 86}, 3463--3466 (2001)) to the general multidimensional case.