Stochastics processes. Stochastics variables, random events, multivariate distributions, statistical distributions, the correlation functions, Markov processes, the ChapmanKolmogorov equation, Markov chains.
The master equation. Derivation and examples, the class of Wmatrices, appliance in closed and isolated physical systems, the principle of detailed balance, expansion in eigenfunctions, the macroscopic equation, the adjoint equation, onestep processes  examples and solutions, random walk, nonlinear onestep processes.
The FokkerPlanck equation. Derivation and examples, Brownian motion, the Rayleigh particle, application to onestep processes, the multivariate FokkerPlanck equation, Kramers' equation.
The Langevin approach. Langevin treatment of Brownian motion, applications, relation to FokkerPlanck equation, ItoStratonovich dilemma, nonGaussian white noise, colored noise.
