Transition Path Theory For Lévy-Type Processes: SDE Representation and Statistics

Abstract

This paper establishes a Transition Path Theory (TPT) for Lévy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the rigorous derivation of the stochastic differential equation (SDE) representation for transition path processes, which share the same distributional properties as transition trajectories, along with a proof of its well-posedness. This result provides a solid theoretical foundation for sampling transition trajectories. The paper also investigates the statistical properties of transition trajectories, including their probability distribution, probability current, and rate of occurrence.