Stochastic processes in physics and chemistry

by N.G. van Kampen, Elsevier Science Publishers B.V., 2n ed. 1992.

He extensively treats the problem of how to derive macroscopic rate equations from master equations, the method is a systematic expansion being called "Omega-expansion". Higher-order terms in the expansion can even be related to Langevin-like fluctuations.

In particular, a master equation is always a linear equation for the probability density P, whereas the resulting equation for the concentrations C can of course be non-linear.

In van Kampen's book, spatial dependence and diffusion is not explicitely treated, but this is straightforward.