Capacity and Exit Time for Non-reversible Diffusions

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.

arXiv comment13 pages

References in corpus (1)

• Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes