Martingales for physicists: a treatise on stochastic thermodynamics and beyond

Edgar Roldan*, Izaak Neri, Raphaël Chétrite, Shamik Gupta, Simone Pigolotti, Frank Jülicher, Ken Sekimoto

*Corresponding author for this work

Research output: Contribution to journalReview articlepeer-review

2 Citations (Scopus)

Abstract

We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
Original languageEnglish
Pages (from-to)1–258
Number of pages258
JournalADVANCES IN PHYSICS
Volume72
Issue number1-2
DOIs
Publication statusPublished - 22 May 2024

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