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

Graham, C. (EDT); Talay, D. (EDT); Meleard, Sylvie; Protter, Philip E.; Kurtz, Th. G. (EDT); Meleard, S. (EDT); Protter, Ph. E. (EDT); Pulvirenti, M. (EDT)

ISBN 10: 3540613978 / ISBN 13: 9783540613978

Published by Springer, 1996

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Bibliographic Details

• Title: 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
• Publisher: Springer
• Publication Date: 1996
• Language: English
• ISBN 10: 3540613978
• ISBN 13: 9783540613978
• Binding: Soft cover
• Condition: As New

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Synopsis

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.