  This paper provides an introduction to some stochastic models of lattice
gases out of equilibrium and a discussion of results of various kinds obtained
in recent years. Although these models are different in their microscopic
features, a unified picture is emerging at the macroscopic level, applicable,
in our view, to real phenomena where diffusion is the dominating physical
mechanism. We rely mainly on an approach developed by the authors based on the
study of dynamical large fluctuations in stationary states of open systems. The
outcome of this approach is a theory connecting the non equilibrium
thermodynamics to the transport coefficients via a variational principle. This
leads ultimately to a functional derivative equation of Hamilton-Jacobi type
for the non equilibrium free energy in which local thermodynamic variables are
the independent arguments. In the first part of the paper we give a detailed
introduction to the microscopic dynamics considered, while the second part,
devoted to the macroscopic properties, illustrates many consequences of the
Hamilton-Jacobi equation. In both parts several novelties are included.
