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arXiv:2210.09983 [cond-mat.stat-mech]AbstractReferencesReviewsResources

Martingales for Physicists

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

Published 2022-10-18Version 1

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

Comments: 307 pages, 66 figures
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