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Entropy production of stationary diffusions on non-compact Riemannian manifolds

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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.

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Authors and Affiliations

  1. Department of Applied Mathematics, Tsinghua University, 100084, Beijing, China

    Guanglu Gong

  2. Department of Probability and Statistics, Peking University, 100871, Beijing, China

    Minping Qian

Authors
  1. Guanglu Gong
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  2. Minping Qian
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Additional information

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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Gong, G., Qian, M. Entropy production of stationary diffusions on non-compact Riemannian manifolds. Sci. China Ser. A-Math. 40, 926–931 (1997). https://doi.org/10.1007/BF02878672

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  • DOI: https://doi.org/10.1007/BF02878672

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