Asymptotic Flux Across Hypersurfaces for Diffusion Processes

Andrea Posilicano () and Stefania Ugolini ()
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Andrea Posilicano: Università dell’Insubria, Dipartimento di Scienze
Stefania Ugolini: Università dell’Insubria, Dipartimento di Scienze

A chapter in Proceedings of the International Conference on Stochastic Analysis and Applications, 2004, pp 185-197 from Springer

Abstract: 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 v, the nonsymmetric (with respect to time reversibility) part of the drift. In the case where the diffusion has a limiting velocity we define the asymptotic flux across subsets of the sphere of radius R, when R tends to infinity, and compute its expectation in terms of v.

Keywords: Diffusion processes; (random) flux across surfaces; current velocity (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4020-2468-9_12

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DOI: 10.1007/978-1-4020-2468-9_12

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