Stochastic processes and master equations.

Master equations describe the probabilistic evolution of a physical process. For example, birth and death events in a given population are (more or less ) random events ; a master equation will describe the probability P(n,t) of having n inidividuals at time t. The following documents are part of a  lecture on that subject.

1. The following document is a short text about how to write these kind of equations and how to extract usefull informations from them.
   
2. Diffusion equation and its forward and backward derivation derivation are treated in this document.
3. Fixation probability and time (for discrete systems) in this document.