Martingales for physicists: A treatise on stochastic thermodynamics and beyond
Édgar Roldán, Izaak Neri, Raphael Chetrite, Shamik Gupta, Simone
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2022-10-19
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via math.PR updates on arXiv.org
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
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