Martingales for physicists: a treatise on stochastic thermodynamics and beyond
Édgar Roldán, Izaak Neri, Raphaël Chétrite, Shamik Gupta, Simone Pigolotti, Frank Jülicher, Ken Sekimoto
Abstract
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
Topics & Concepts
Statistical physicsThermodynamicsMathematical economicsTheoretical physicsPhysicsMathematicsAdvanced Thermodynamics and Statistical MechanicsStatistical Mechanics and EntropyQuantum Mechanics and Applications