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Fluctuation phenomena and stochastic processes

General

Marconi U M B, Puglisi A, Rondoni L, Vulpiani A, Fluctuation-dissipation: Response theory in statistical physics, PR 461, 111 (2008)

Лебедев В В, Флуктуационные эфекты в макрофизике (ИПФ, 2003)

Кляцкин В И, Динамика стохастических систем (ФМЛ, 2003)

Lemons D S, An Introduction to stochastic processes in physics (Johns Hopkins Univ Press, 2002)

Evans D J, Searles D J, The fluctuation theorem, AP 51, 1529 (2002)

Stochastic processes in physics, chemistry, and biology, ed Freund J A, Poeschel T, LNP 557 (2000)

Dorfman J R, An introduction to chaos in nonequilibrium statistical mechanics (CUP, 1999)

Wio H S, An introduction to stochastic processes and nonequilibrium statistical physics (WSPC, 1994), 232 p

ван Кампен Н Г, Стохастические процессы в физике и химии (М., Высшая школа, 1990)

van Kampen N G, Stochastic processes in physics and chemistry (North-Holland, Amsterdam, 2001), 480 p

D L Snyder, M I Miller, Random Point Processes in Time and Space (Springer, 1991), 2ed

Risken H, The Fokker-Planck equation: methods of solution and applications (Springer, 1989), 2ed

Гречанный О А, Стохастическая теория необратимых процессов (Наукова думка, 1989)

Montroll E W, West B J, On an enriched collection of stochastic processes, in Fluctuation phenomena, ed Montroll E W, Lebowitz J L (1987), p60

Гардинер К В, Стохастические методы в естественных науках (Мир, 1986)

Gardiner C W, Handbook of stochastic methods (Springer, Berlin, 1985), 2ed, 444 p

Miscellaneous

Harris R J, Schutz G M, Fluctuation theorems for stochastic dynamics, JStatM, P07020 (2007)

Cvitanovic P, Artuso R, Mainieri R, Tanner G, Vattay G, Whelan N, Wirzba A, Classical and quantum chaos (2004)

Wellens T, Shatokhin V, Buchleitner A, Stochastic resonance, RPP 67, 45 (2004)

Durin G, Zapperi S, The Barkhausen effect, cond-mat/0404512

Evans D J, Searles D J, The fluctuation theorem, AP 51, 1529 (2002)

Milotti E, 1/f noise: a pedagogical review, physics/0204033

Gammaitoni L, Hanggi P, Jung P, Marchesoni F, Stochastic resonance, RMP 70, 223 (1998)

Gardiner C W, Zoller P, Quantum noise (Springer-Verlag, 1992)

Лигетт Т М, Марковские процессы с локальным взаимодействием (Мир, 1989), 550 с

Weissman M B, 1/f noise and other slow, nonexponential kinetics in condensed matter, RMP 60, 537 (1988)

Лихтенберг А, Либерман М, Регулярная и стохастическая динамика (Мир, 1984)