Short description Based on lectures given by one of the experienced authors, this textbook is unique in combining basic mathematical and physical theory with numerous examples as well as detailed calculations. With end-of-chapter exercises (and solutions only available to lecturers).
From the contents Fundamental Concepts Multidimensional Approach The Master Equation The Fokker-Planck Equation The Langevin Equation One-Dimensional Diffusion Bounded Drift-Diffusion Motion The Ornstein-Uhlenbeck Process Nucleation in Supersaturated Vapors Vehicular Traffic Noise-Induced Phase Transitions Many-Particle Systems
