  In this article we explore the phenomena of nonequilibrium stochastic process
starting from the phenomenological Brownian motion. The essential points are
described in terms of Einstein's theory of Brownian motion and then the theory
extended to Langevin and Fokker-Planck formalism. Then the theory is applied to
barrier crossing dynamics, popularly known as Kramers' theory of activated rate
processes. The various regimes are discussed extensively and Smoluchowski
equation is derived as a special case. Then we discuss some of the aspects of
Master equation and two of its applications.
