Książki

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.

C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)
D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)
W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)

Stochastic Processes in Physics and Chemistry

I. Stochastic variables

II. Random events

III. Stochastic processes

IV. Markov processes

V. The master equation

VI. One-step processes

VII. Chemical reactions

VIII. The Fokker-Planck equation

IX. The Langevin approach

X. The expansion of the master equation

XI. The diffusion type

XII. First-passage problems

XIII. Unstable systems

XIV. Fluctuations in continuous systems

XV. The statistics of jump events

XVI. Stochastic differential equations

XVII. Stochastic behavior of quantum systems