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arXiv · 2004.03252

Capacity and Exit Time for Non-reversible Diffusions

Lu-Jing Huang·Kyung-Youn Kim
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Abstract

Capacity is an important quantity in potential theory and in the study of Markov processes. We give equivalent conditions between the capacity, the mean exit time, and the Green function for non-reversible diffusions.

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Lu-Jing Huang, Kyung-Youn Kim. 2020-04-07. Capacity and Exit Time for Non-reversible Diffusions. https://arxiv.org/abs/2004.03252

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