Martingales for physicists: a treatise on stochastic thermodynamics and beyond

2023/04/03 by Édgar Roldán, Izaak Neri, Raphaël Chétrite +5 · 7 citations
Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Statistical Mechanics and Entropy #Quantum Mechanics and Applications

paper · doi:10.1080/00018732.2024.2317494

Abstract

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

Cited by

• Limits of Inference in Complex Systems: When Stochastic Models Become Indistinguishable
• Quo vadis, stochastic thermodynamics?
• Stochastic Thermodynamics of Social Imitation beyond Energetics
• Thermodynamic Length in Stochastic Thermodynamics of Far-From-Equilibrium Systems: Unification of Fluctuation Relation and Thermodynamic Uncertainty Relation
• Supermartingales in Quantum Resources Theories: Where do quantum resources go when you're watching?
• Stochastic Calculus for Pathwise Observables of Markov-Jump Processes: Unification of Diffusion and Jump Dynamics
• Self-propulsion symmetries determine entropy production of active particles with hidden states

Related

• Introduction to Martingales
• Quo vadis, stochastic thermodynamics?
• Experiments in Stochastic Thermodynamics: Short History and Perspectives
• Applications of physics to economics and finance: Money, income, wealth, and the stock market
• Stochastic energetics and thermodynamics at small scales