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Probabilistic Models for Nonlinear Partial Differential Equations

Probabilistic Models for Nonlinear Partial Differential Equations

Paperback

General MathematicsProbability & Statistics

ISBN10: 3540613978
ISBN13: 9783540613978
Publisher: Springer
Published: Jul 12 1996
Pages: 302
Weight: 0.98
Height: 0.66 Width: 6.14 Depth: 9.21
Language: English
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.

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Probability & Statistics