Develops a complete stochastic calculus for pathwise observables in Markov-jump processes and unifies it with diffusion via continuum limit.
Jarzynski, Nonequilibrium equality for free energy differences, Phys
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
fields
cond-mat.stat-mech 2verdicts
UNVERDICTED 2roles
background 1polarities
background 1representative citing papers
Coarse-graining financial price data reveals an exponential directional asymmetry between long and short trade holding times that defines an effective market temperature.
citing papers explorer
-
Stochastic Calculus for Pathwise Observables of Markov-Jump Processes: Unification of Diffusion and Jump Dynamics
Develops a complete stochastic calculus for pathwise observables in Markov-jump processes and unifies it with diffusion via continuum limit.
-
Coarse Graining Reveals a Fluctuation-theorem-like Asymmetry in Financial Markets
Coarse-graining financial price data reveals an exponential directional asymmetry between long and short trade holding times that defines an effective market temperature.