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arxiv: 0902.3330 · v2 · pith:6EGQF4MGnew · submitted 2009-02-19 · ❄️ cond-mat.stat-mech

A generalized integral fluctuation theorem for diffusion processes

classification ❄️ cond-mat.stat-mech
keywords theoremdiffusionfluctuationgeneralizedintegralprocessescameron-martin-girsanovcases
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We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of this theorem in terms of time-reversal of stochastic systems.

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