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

From the reviews: "The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level. The book under revie

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

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian