Stochastic processes in physics and chemistry / N.G. van Kampen.

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W. Gardiner, Quantum Optics (Springer, Berlin 1991) D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992) W.T. Coffey, Yu. P. Kalmykov, and J.T. Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) * Comprehensive coverage of fluctuations and stochastic methods for describing them * A must for students and researchers in applied mathematics, physics and physical chemistry.

Preface to the first edition -- Preface to the second edition -- Preface to the second edition -- Abbreviated references -- I. Stochastic variables -- II. Random events -- III. Stochastic processes -- IV. Markov processes -- V. The master equation -- VI. One-step processes -- VII. Chemical reactions -- VIII. The Fokker-Planck equation -- IX. The Langevin approach -- X. The expansion of the master equation -- XI. The diffusion type -- XII. First-passage problems -- XIII. Unstable systems -- XIV. Fluctuations in continuous systems -- XV. The statistics of jump events -- XVI. Stochastic differential equations -- XVII. Stochastic behavior of quantum systems -- Subject Index.

Previous edition: Amsterdam: North-Holland, 1992.

Includes bibliographical references and index.

Print version record.

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