Generalized integral fluctuation theorem for diffusion processes.
Using Feynman-Kac and Cameron-Martin-Girsanov formulas, we find a generalized integral fluctuation theorem (GIFT) for general diffusion processes by constructing a time-invariable integral. The existing integral fluctuation theorems can be derived as its specific cases. We interpret the origin of the GIFT in terms of time reversal of stochastic systems.
Liu
Fei
F
Center for Advanced Study, Tsinghua University, Beijing 100084, China. liufei@tsinghua.edu.cn
Ou-Yang
Zhong-can
ZC