Examples of self-propulsion in strongly fluctuating environments are abundant in nature, e. g., molecular motors and pumps operating in living cells. Starting from the Langevin equation of motion, we develop a stochastic thermodynamic description of noninteracting self-propelled particles using simple models of velocity-dependent forces. We derive fluctuation theorems for entropy production and a modified fluctuation-dissipation relation, characterizing the linear response in nonequilibrium steady states. We study these notions in a simple model of molecular motors, and in the Rayleigh-Helmholtz and energy-depot models of self-propelled particles.
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