학술논문

Martingales for physicists: A treatise on stochastic thermodynamics and beyond
Document Type
Working Paper
Source
Advances in Physics 72, 1-258 (2023)
Subject
Condensed Matter - Statistical Mechanics
Mathematical Physics
Mathematics - Probability
Physics - Biological Physics
Language
Abstract
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
Comment: 324 pages, 68 figures, submitted to Advances in Physics