First-hitting location laws for drift-diffusion processes emerge as exact boundary measures induced by elliptic operators, serving as intrinsic observables of geometry, drift, and irreversibility.
Define the exit time and tangential exit location by τΩ := inf{t >0 :X t ∈∂Ω},Ξ ∥ := (XτΩ)∥ ∈R d−1
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First-Hitting Location Laws as Boundary Observables of Drift-Diffusion Processes
First-hitting location laws for drift-diffusion processes emerge as exact boundary measures induced by elliptic operators, serving as intrinsic observables of geometry, drift, and irreversibility.