Probabilistic Models for Nonlinear Partial Differential Equations by Carl Graham

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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;

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Probabilistic Models for Nonlinear Partial Differential Equations by Carl Graham

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.
SKU Unavailable
ISBN 13 9783540613978
ISBN 10 3540613978
Title Probabilistic Models for Nonlinear Partial Differential Equations
Author Carl Graham
Series Cime Foundation Subseries
Condition Unavailable
Binding Type Paperback
Publisher Springer
Year published 1996-07-12
Number of pages 302
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.