SKOLKOVO School of Management

Kampen, N. G. van.

Stochastic processes in physics and chemistry / N.G. Van Kampen. - 3rd ed. - Amsterdam ; Boston : Elsevier, 2007. - xvi, 463 p. : ill. ; 23 cm. - North-Holland personal library . - North-Holland personal library. .

Previous ed.: Amsterdam: North-Holland, 1992.

Includes bibliographical references and index.

Stochastic variables -- Random events -- Stochastic processes -- Markov processes -- The master equation -- One-step processes -- Chemical reactions -- The Fokker-Planck equation -- The expansion of the master equation -- The diffusion type -- First-passage problems -- Unstable systems -- Fluctuations in continuous systems -- The statistics of jump events -- Stochastic differential equations -- Stochastic behavior of quantum systems.

9780444529657 (pbk.) 0444529659 (pbk.)

2010484271

GBA708907 bnb

013656387 Uk


Stochastic processes.
Statistical physics.
Chemistry, Physical and theoretical--Statistical methods.

QC20.7.S8 / K35 2007