Capacity and Exit Time for Non-reversible Diffusions

MaRDI QIDQ6338259zbMATH OpenFDO

Authors Lu-Jing Huang, Kyung Youn Kim

Publication date 7 April 2020

Mathematics Subject Classification ID

Potentials and capacities, extremal length and related notions in higher dimensions (31B15) Boundary value problems for second-order elliptic equations (35J25) Probabilistic potential theory (60J45)

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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