Well, if I run the Processing example Topics > Drawing > Continuous Lines, when I draw and the mouse goes out of the window, the drawing is stopped, until I go back into the window (keeping the mouse button down). Is that what you mean?

Perhaps check mouseX vs. pmouseX and mouseY vs. pmouseY. If both doesn't change, don't draw anything: coordinates don't change when mouse is outside of window. And if user doesn't move the mouse, there is nothing to draw either.