Relation between master, Fokker-Planck, Langevin, Kramers-Moyal and Boltzmann equations 
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*I'm looking for the relation between four important equations which we study in stochastic processes in physics. These equations include Master, Fokker-Planck, Langevin, Kramers-Moyal and Boltzmann.

*Also I want to know when can we use each of them? 

*In other word, what are boundary conditions or limitations of each one?

*Do you introduce any paper or book about this?
Since I have recently started studying stochastic field in physics, I hope you can help me for finding answers of my questions.
 A: This question is a little too big, entire text books have been written to answer it. A standard reference is van Kampen, Stochastic processes in physics and chemistry. 
Roughly speaking, for a Markov process 
Master equation -> Kramers-Moyal expansion -> Fokker-Planck equation
where the master equation gives the microscopic probabilistic rule for transitions in some configuration space, and the Fokker-Planck equation is the corresponding equation for single particle probabilities.  
The Langevin equation is a simple stochastic model equation designed to give the same FP equation as the master equation. The Boltzmann equuation lives in a larger space (phase space), and is not stochastic, but is again designed so that linearized Boltzmann is equivalent to FP. 
[This make it sound as if the Boltzmann equation is just some kind of model equation. This is not correct. There is a separate path to the Boltzmann equation, starting from the classical Liouville or quantum von-Neumann or quantum Kadanoff-Baym equation.]
