Stochastic Processes in Physics and Chemistry


  • N.G. Van Kampen, Institute of Theoretical Physics, University of Utrecht, The Netherlands

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)
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Students and researchers in applied mathematics, physics and physical chemistry


Book information

  • Published: March 2007
  • Imprint: NORTH-HOLLAND
  • ISBN: 978-0-444-52965-7

Table of Contents

Preface to the first editionPreface to the second editionPreface to the second editionAbbreviated referencesI. Stochastic variablesII. Random eventsIII. Stochastic processesIV. Markov processesV. The master equationVI. One-step processesVII. Chemical reactionsVIII. The Fokker-Planck equationIX. The Langevin approachX. The expansion of the master equationXI. The diffusion typeXII. First-passage problemsXIII. Unstable systemsXIV. Fluctuations in continuous systemsXV. The statistics of jump eventsXVI. Stochastic differential equationsXVII. Stochastic behavior of quantum systemsSubject Index