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Stochastic Processes in Physics and Chemistry
THE MASTER EQUATION
edited_book
Author(s):
N.G. VAN KAMPEN
Publication date
(Print):
2007
Publisher:
Elsevier
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Author and book information
Book Chapter
Publication date (Print):
2007
Pages
: 96-133
DOI:
10.1016/B978-044452965-7/50008-8
SO-VID:
00302161-4434-48e6-b747-afdeb383f717
License:
https://www.elsevier.com/tdm/userlicense/1.0/
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Book chapters
pp. iii
Front Matter
pp. iv
Copyright
pp. ix
PREFACE TO THE SECOND EDITION
pp. v
Dedication
pp. vii
PREFACE TO THE FIRST EDITION
pp. x
ABBREVIATED REFERENCES
pp. xi
PREFACE TO THE THIRD EDITION
pp. 1
STOCHASTIC VARIABLES
pp. 30
RANDOM EVENTS
pp. 52
STOCHASTIC PROCESSES
pp. 73
MARKOV PROCESSES
pp. 96
THE MASTER EQUATION
pp. 134
ONE-STEP PROCESSES
pp. 166
CHEMICAL REACTIONS
pp. 193
THE FOKKER–PLANCK EQUATION
pp. 219
THE LANGEVIN APPROACH
pp. 244
THE EXPANSION OF THE MASTER EQUATION
pp. 273
THE DIFFUSION TYPE
pp. 292
FIRST-PASSAGE PROBLEMS
pp. 326
UNSTABLE SYSTEMS
pp. 363
FLUCTUATIONS IN CONTINUOUS SYSTEMS
pp. 383
THE STATISTICS OF JUMP EVENTS
pp. 396
STOCHASTIC DIFFERENTIAL EQUATIONS
pp. 422
STOCHASTIC BEHAVIOR OF QUANTUM SYSTEMS
pp. 457
SUBJECT INDEX
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