I follow the notation used in "stochastic processes in physics and chemistry"(p.245) by Van Kampen.
Left hand side of master equation is
$$\frac{\partial P(n,t)}{\partial t}=\cdots.$$
We split $n$ into 2 elemnts
$$n = \Omega \phi(t) + \Omega ^{1/2}\xi$$
and rewrite the first to
$$\frac{\partial P(n,t)}{\partial t}=\frac{\partial}{\partial t}\Pi(\xi,t)\left|\frac{\partial \xi}{\partial n}\right|=\Omega ^{-1/2}[ \frac{\partial \Pi}{\partial t}+\frac{\partial \xi}{\partial t} \frac{\partial \Pi}{\partial \xi}]= \Omega ^{-1/2}[ \frac{\partial \Pi}{\partial t}-\Omega^{1/2} \frac{d\phi}{dt} \frac{\partial \Pi}{\partial \xi}].$$
Here my question. Why is n held constant? I think n is time dependent and should be defferenciated. I have refered to several texts but they don't mention this much. In Kampen's text there is a line like
"The time derivative in (1.4) is taken with constant n; that means in the $ξ, t$ plane along the direction given by $dξ/dt = ーΩ^(1/2) dφ/dt$."
But I cannot see what he is meaning.
Can anyone help me? Give me any physical meaning of this.