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.
Ngôn ngữ Anh ● định dạng PDF ● ISBN 9783540685135 ● Biên tập viên Denis Talay & Luciano Tubaro ● Nhà xuất bản Springer Berlin Heidelberg ● Được phát hành 2006 ● Có thể tải xuống 3 lần ● Tiền tệ EUR ● TÔI 6593432 ● Sao chép bảo vệ Adobe DRM
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