van Kampen, N. G. Stochastic processes in physics and chemistry. (English) Zbl 0511.60038 Amsterdam - New York - Oxford: North-Holland Publishing Company. XIV, 419 p. $ 76.50; Dfl. 180.00 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 732 Documents MSC: 60G35 Signal detection and filtering (aspects of stochastic processes) 82-02 Research exposition (monographs, survey articles) pertaining to statistical mechanics 60J65 Brownian motion 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) 60J75 Jump processes (MSC2010) 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 80A30 Chemical kinetics in thermodynamics and heat transfer 60-02 Research exposition (monographs, survey articles) pertaining to probability theory Keywords:master equations; birth-and-death process; chemical kinetics; diffusion; instability; expansions; correlation time; Langevin equations Citations:Zbl 0436.60001 PDF BibTeX XML OpenURL