Develops a complete stochastic calculus for pathwise observables in Markov-jump processes and unifies it with diffusion via continuum limit.
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Exact large deviation statistics for current derived for SSEP on semi-infinite line and infinite line with slow bond via MFT and simulations.
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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.
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Large deviations of current for the symmetric simple exclusion process on a semi-infinite line, and on an infinite line with a slow bond
Exact large deviation statistics for current derived for SSEP on semi-infinite line and infinite line with slow bond via MFT and simulations.