A random walk in diffusion phenomena and statistical mechanics

These lectures are addressed to graduate students and aim to provide a basic background, along with some recent developments, on stochastic processes for diffusion problems and statistical mechanics techniques for cooperative systems. These constitute the main fields of my current researches and, although they may look quite distant, there exist many interesting, solid bridges among them. Thus, while much of the theory presented is well consolidated and already available in many wonderful reviews, what I wish to convey is just such an intrinsic connection, hoping that it may be useful for further advances and deepening. [...]