| Summary: | We present the conceptual and technical background required to describe and understand the correlations and fluctuations of the empirical density and current of steady-state diffusion processes on all time scales—observables central to statistical mechanics and thermodynamics on the level of individual trajectories. We focus on the important and nontrivial effect of a spatial coarse graining. Making use of a generalized time-reversal symmetry we provide deeper insight about the physical meaning of fluctuations of the coarse-grained empirical density and current, and explain why a systematic variation of the coarse-graining scale offers an efficient method to infer bounds on a system's dissipation. Moreover, we discuss emerging symmetries in the statistics of the empirical density and current, and the statistics in the central-limit regime. More broadly our work promotes the application of stochastic calculus as a powerful direct alternative to Feynman-Kac theory and path-integral methods.
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