Physics with martingales

Authors

We review the theory of martingales as applied to stochastic thermodynamics and, more generally, to stochastic processes in physics.

Édgar Roldán, The Abdus Salam International Centre for Theoretical Physics

Édgar Roldán obtained his PhD degree in Physics summa cum laude from the Universidad Complutense de Madrid in 2013. He is now a Research Scientist in the Quantitative Life Sciences Section of the ICTP Abdus Salam International Centre for Theoretical Physics in Trieste, Italy. In his research he has collaborated with research groups based in Germany, Switzerland, Finland, France, Spain, India, Japan, and the Philippines. As a member of the teaching staff of ICTP's Quantitative Life Science Diploma Program, he has been involved with the training of many promising students from developing countries. His key research interests include stochastic thermodynamics with martingales, biophysics, active matter, stochastic processes, and experimental construction of heat engines.

2022-10-17

Invited Presentations

[1]

“Physics with martingales”, Proc. SPP, vol. 40, no. 1, p. SPP-2022-INV-3G-01, Oct. 2022, Accessed: Apr. 08, 2026. [Online]. Available: https://proceedings.spp-online.org/article/view/SPP-2022-INV-3G-01