Entropy production of stationary diffusions on non-compact Riemannian manifolds |
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| Authors: | Guanglu Gong Minping Qian |
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| Institution: | (1) Department of Applied Mathematics, Tsinghua University, 100084 Beijing, China;(2) Department of Probability and Statistics, Peking University, 100871 Beijing, China |
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| Abstract: | The closed form of the entropy production of stationary diffusion processes with bounded Nelson’s current velocity is given.
The limit of the entropy productions of a sequence of reflecting diffusions is also discussed.
Project supported by Doctoral Programm Foundation of Institution of Higher Education, the National Natural Science Foundation
of China and 863 Programm. |
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| Keywords: | entropy production diffusion process invariant measure |
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