Stochastic Processes
Notes about:
Stochastic Variables
Random Events
Stochastic Processes
Markov Processes
The Master Equation
One-Step Processes
Chemical Reactions
The Fokker-Planck Equation
The Langevin Approach
The Expansion of the Master Equation
The Diffusion Type
First-Passage Problems
Unstable Systems
Fluctuations in Continuous Systems
The Statistics of Jump Events
Stochastic Differential Equations
Stochastic Behavior of Quantum Systems
References:
Gardiner, C. W. (1997). Handbook of Stochastic Methods for Physics, Chemistry, and the Natural Sciences. New York: Springer-Verlag.
van Kampen, N. G. (1992). Stochastic Processes in Physics and Chemistry. Amsterdam: North-Holland.
Mood, A. M., Graybill, F. A., Boes, D. C. (1974). Introduction to the Theory of Statistics. New York: McGraw-Hill.
Hildebrand, F. B. (1976). Advanced Calculus for Applications. Englewood Cliffs: Prentice-Hall.