Entropy production of stationary diffusions on non-compact Riemannian manifolds

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.

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Bibliographic Details
Published inScience China. Mathematics Vol. 40; no. 9; pp. 926 - 931
Main Author 龚光鲁 钱敏平
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.09.1997
Subjects
diffusion
entropy
invariant
measure
process
production
Riemann manifold
Online AccessGet full text
ISSN1674-7283
1006-9283
1869-1862
1862-2763
DOI10.1007/BF02878672

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Summary: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.
Bibliography:GONG Guanglu(Department of Applied Mathematics,Tsinghua University,Beijing 100084,China)and QIAN Minping(Department of Probability and Statistics,Peking University,Beijing 100871,China)
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ISSN:1674-7283
1006-9283
1869-1862
1862-2763
DOI:10.1007/BF02878672