Stochastic Processes for Physicists: Understanding Noisy Systems

1. A review of probability theory 2. Differential equations 3. Stochastic equations with Gaussian noise 4. Further properties of stochastic processes 5. Some applications of Gaussian noise 6. Numerical methods for Gaussian noise 7. Fokker-Planck equations and reaction-diffusion systems 8. Jump processes 9. Levy processes 10. Modern probability theory Appendix References Index.