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 Ph D students and young researchers.
Idioma Inglés ● Formato PDF ● ISBN 9783540685135 ● Editor Denis Talay & Luciano Tubaro ● Editorial Springer Berlin Heidelberg ● Publicado 2006 ● Descargable 3 veces ● Divisa EUR ● ID 6593432 ● Protección de copia Adobe DRM
Requiere lector de ebook con capacidad DRM