Entropy production rate and time-reversibility for general jump diffusions on RRn.

Abstract

This paper investigates the entropy production rate and time-reversibility for general jump diffusions (Lévy processes) on Rn. We first formulate the entropy production rate and explore its associated thermodynamic relations for jump diffusions. Subsequently, we derive the entropy production rate using the relative entropy between the forward and time-reversed path measures for stationary jump diffusions via the Girsanov transform. Furthermore, we establish the equivalence among time-reversibility, zero entropy production rate, detailed balance condition, and the gradient structure for stationary jump diffusions.