Asymptotic flux across hypersurfaces for diffusion processes
| dc.creator | Posilicano, Andrea | |
| dc.creator | Ugolini, Stefania | |
| dc.date | 2002-12-02 | |
| dc.date | 2004-01-23 | |
| dc.date.accessioned | 2026-07-07T04:53:27Z | |
| dc.date.available | 2026-07-07T04:53:27Z | |
| dc.description | 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 $v$, 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 $R\uparrow\infty$) flux across subsets of the sphere of radius $R$ and compute its expectation, again in terms of $v$. | |
| dc.description | Revised version. To appear in Proceedings of the International Conference on Stochastic Analysis and Applications, a volume dedicated to Paul Kree | |
| dc.identifier | https://arxiv.org/abs/math/0212020 | |
| dc.identifier | http://arxiv.org/abs/math/0212020 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/65856 | |
| dc.subject | Probability | |
| dc.title | Asymptotic flux across hypersurfaces for diffusion processes | |
| dc.type | text |