Articles with "martingale properties" as a keyword



Martingale Properties of Entropy Production and a Generalized Work Theorem with Decoupled Forward and Backward Processes

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Published in 2024 at "Journal of Statistical Physics"

DOI: 10.1007/s10955-025-03530-w

Abstract: By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work theorems… read more here.

Keywords: martingale properties; work; work theorems; forward backward ... See more keywords