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Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)
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 ...more
Paperback, Third Edition, 463 pages
Published May 1st 2007 by North-Holland
(first published January 1st 1981)
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Learning about stochastic processes has been an interesting experience for me. I guess that I'm too much used to determinism in classical physics, so switching to a probabilistic point of view hasn't been that smooth as I would have wanted it to be. Despite that, I found the book quite informative. I spent most of the time studying Markov's processes and all that follows from them (Chapman-Kolmogorov equation, Master equation, Fokker-Planck equation, Langevin equation...), but I think I can give ...more