A tutorial review is given of some developments and applications of
stochastic processes from the point of view of the practicioner physicist. The
index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient
Stochastic Dynamics 4.- Noise in Dynamical Systems 5.- Noise Effects in
Spatially Extended Systems 6.- Fluctuations, Phase Transitions and
Noise-Induced Transitions.Comment: 93 pages, 36 figures, LaTeX. To appear in Instabilities and
Nonequilibrium Structures VI, E. Tirapegui and W. Zeller,eds. Kluwer Academi