Stochastic Processes in Physics and Chemistry

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