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Martingales for physicists: A treatise on stochastic thermodynamics and beyond

Authors :
Roldán, Édgar
Neri, Izaak
Chetrite, Raphael
Gupta, Shamik
Pigolotti, Simone
Jülicher, Frank
Sekimoto, Ken
Source :
Advances in Physics 72, 1-258 (2023)
Publication Year :
2022

Abstract

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.<br />Comment: 324 pages, 68 figures, submitted to Advances in Physics

Details

Database :
arXiv
Journal :
Advances in Physics 72, 1-258 (2023)
Publication Type :
Report
Accession number :
edsarx.2210.09983
Document Type :
Working Paper
Full Text :
https://doi.org/10.1080/00018732.2024.2317494