"Version: 20250401"--Title page verso.Includes bibliographical references and index.part I. Basic concepts. 1. From Brownian motion to the Langevin equation -- 1.1. From the surprising behaviour of pollen grains to the existence of atoms -- 1.2. Toward a mathematical theory -- 1.3. Again about the Langevin equation -- 1.4. Further remarks2. The Boltzmann equation -- 2.1. Boltzmann equation in a…