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
The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitab
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders
This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Bri
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 t