Preface; Acknowledgements; Notations and acronyms; 1. Brownian motion, Langevin and Fokker-Planck equations; 2. Linear response theory and transport phenomena; 3. From equilibrium to out-of-equilibrium phase transitions; 4. Out-of-equilibrium critical phenomena; 5. Stochastic dynamics of surfaces and interfaces; 6. Phase-ordering kinetics; 7. Highlights on pattern formation; Appendix A. Central limit theorem and its limitations; Appendix B. Spectral properties of stochastic matrices; Appendix C. Reversibility and ergodicity in a Markov chain; Appendix D. Diffusion equation and random walk; Appendix E. Kramers-Moyal expansion; Appendix F. Mathematical properties of response functions; Appendix G. The van der Waals equation; Appendix H. The Ising model; Appendix I. Derivation of the Ginzburg-Landau free energy; Appendix J. Kinetic Monte Carlo; Appendix K. Mean-field phase diagram of the bridge model; Appendix L. The deterministic KPZ and the Burgers' equation; Appendix M. The perturbative renormalization group for KPZ: a few details; Appendix N. The Gibbs-Thomson relation; Appendix O. The Allen-Cahn equation; Appendix P. The Rayleigh-Bénard instability; Appendix Q. General conditions for the Turing instability; Appendix R. Steady states of the one-dimensional TDGL equation; Appendix S. Multiscale analysis; Index.