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...

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Bibliographic Details
Main Author: Kampen, N. G. van
Format: eBook
Language:English
Published: Amsterdam Elsevier 2007, 2007
Edition:3rd ed
Series:North-Holland personal library
Subjects:
Online Access:
Collection: Elsevier ScienceDirect eBooks - Collection details see MPG.ReNa
Table of Contents:
  • 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
  • Includes bibliographical references and index