Probabilistic Models for Nonlinear Partial Differential Equations: Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995 (C.I.M.E. Foundation Subseries, #1627) (Lecture Notes in Mathematics, #1627)

by Carl Graham, Thomas G. Kurtz, Sylvie Meleard, Philip Protter, Mario Pulvirenti, and Denis Talay

Denis Talay (Editor) and Luciano Tubaro (Editor)

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

• ISBN13: 9783540613978
• Publish Date: 12 July 1996
• Publish Status: Active
• Publish Country: DE
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Edition: 1996 ed.
• Format: Paperback
• Pages: 302
• Language: English