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 /

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Bibliographic Details
Imprint:Berlin ; New York : Springer, ©1996.
Description:1 online resource (x, 301 pages) : illustrations.
Language:English
Series:Lecture notes in mathematics, 0075-8434 ; 1627
Lecture notes in mathematics (Springer-Verlag) ; 1627.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11071581
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Other authors / contributors:Graham, C. (Carl)
Talay, D. (Denis)
Tubaro, L. (Luciano), 1947-
Centro internazionale matematico estivo.
ISBN:9783540685135
3540685138
3540613978
9783540613978
Notes:Includes bibliographical references.
Print version record.
Summary: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.
Other form:Print version: Probabilistic models for nonlinear partial differential equations. Berlin ; New York : Springer, ©1996 3540613978
Print version: Probabilistic models for nonlinear partial differential equations. Berlin ; New York : Springer, ©1996