Fluctuation theorem as a special case of Girsanov theorem

DOI10.1088/1751-8121/AD38EDMaRDI QIDQ6561828zbMATHFDO

Authors Annwesha Dutta, Saikat Sarkar

Publication date 25 June 2024

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

zbMATH Keywords

change of measureLangevin equationfluctuation theoremstochastic thermodynamics

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic analysis in thermodynamics and heat transfer (80M60)

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Cites work

• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 1393004 (Why is no real title available?)
• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
• Fluctuation relations for diffusion processes
• Fluctuation theorems in driven open quantum systems
• Integral fluctuation relations for entropy production at stopping times
• Multidimensional diffusion processes.
• Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On the modelling of spatially heterogeneous nonlocal diffusion: deciding factors and preferential position of individuals
• Probability of second law violations in shearing steady states
• Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale

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