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Martingales for physicists: A treatise on stochastic thermodynamics and beyond

Statistical Mechanics 2024-08-20 v4 Mathematical Physics math.MP Probability Biological Physics

Authors: Édgar Roldán , Izaak Neri , Raphael Chetrite , Shamik Gupta , Simone Pigolotti , Frank Jülicher , Ken Sekimoto

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Abstract

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.

Keywords

martingales stochastic thermodynamics stochastic processes physics

Cite

@article{arxiv.2210.09983,
  title  = {Martingales for physicists: A treatise on stochastic thermodynamics and beyond},
  author = {Édgar Roldán and Izaak Neri and Raphael Chetrite and Shamik Gupta and Simone Pigolotti and Frank Jülicher and Ken Sekimoto},
  journal= {arXiv preprint arXiv:2210.09983},
  year   = {2024}
}

Comments

324 pages, 68 figures, submitted to Advances in Physics