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Item 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
By: Carl Graham, T.G. Kurtz, S. Meleard
Format: Paperback

List price: £44.99


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ISBN 10: 3540613978
ISBN 13: 9783540613978
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 12 July, 1996
Edition: 1996 ed.
Series: Lecture Notes in Mathematics / C.I.M.E. Foundation Subseries v. 1627
Pages: 302
Description: The lectures collated in this volume represent the courses of the Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications.
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.
Illustrations: biography
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
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