Stochastic Processes in Physics and Chemistry / Edition 2 available in Paperback
- Pub. Date:
- Elsevier Science
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
Table of ContentsI. 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
Most Helpful Customer Reviews
Stochastic Processes in Physics and Chemistry / Edition 2 based on 0 ratings. 1 reviews.
This is my favorite book on the theory of stochastic processes and their applications.