  For stochastic non-equilibrium dynamics like a Langevin equation for a
colloidal particle or a master equation for discrete states, entropy production
along a single trajectory is studied. It involves both genuine particle entropy
and entropy production in the surrounding medium. The integrated sum of both
$\Delta s\t$is shown to obey a fluctuation theorem $<\exp[-\Delta s\t]> =1$ for
arbitrary initial conditions and arbitrary time-dependent driving over a finite
time interval.
