Stochastic Processes in Physics and Chemistry, 3/e (Paperback)
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)
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