Martingales for physicists: a treatise on stochastic thermodynamics and beyond

Author:

Roldán Édgar1ORCID,Neri Izaak2ORCID,Chetrite Raphael3,Gupta Shamik4ORCID,Pigolotti Simone5,Jülicher Frank6,Sekimoto Ken7

Affiliation:

1. ICTP – The Abdus Salam International Centre for Theoretical Physics, Trieste, Italy;

2. Department of Mathematics, King's College London, London, UK;

3. Université Côte d'Azur, CNRS, LJAD, Parc Valrose, NICE Cedex 02, France;

4. Department of Theoretical Physics, Tata Institute of Fundamental Research, Mumbai, India;

5. Biological Complexity Unit, Okinawa Institute for Science and Technology and Graduate University, Onna, Japan;

6. Max-Planck Institute for the Physics of Complex Systems, Dresden, Germany;

7. Gulliver Laboratoire, CNRS-UMR7083, ESPCI, Paris, France

Funder

French National Research Agency

RETENU

ESQuisses

Science and Engineering Research Board

SERB-CRG scheme

International Centre for Theoretical Sciences

Ministero dell'Istruzione, dell'Università e della Ricerca

Publisher

Informa UK Limited

Reference277 articles.

1. The large deviation approach to statistical mechanics

2. N.G. Van Kampen, Stochastic Processes in Physics and Chemistry, Vol. 1, Elsevier, Amsterdam, 1992.

3. The Fokker-Planck Equation

4. C.W. Gardiner, Handbook of Stochastic Methods, Vol. 3, Springer Berlin, Berlin, 1985.

5. H. Haken M. Cardona P. Fulde and H. Queisser Springer Series in Synergetics M. Cardona P. Fulde and H.-J. Queisser eds. Vol. 269 1983.

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