Stochastic processes in physics and chemistry

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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references ...

Stochastic Processes in Physics and Chemistry 1992, North-Holland, Amsterdam, Netherlands

ISBN-13: 9780444893499

Rev and Enl edition

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Stochastic Processes in Physics and Chemistry 1983, Elsevier Science Ltd, Oxford

ISBN-13: 9780444866509

New edition

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Stochastic Processes in Physics and Chemistry 1981, North-Holland

ISBN-13: 9780444862006

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