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
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 o...
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| Langue: | Anglais |
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Berlin [etc.] :
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[20..].
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| Collection: | Lecture notes in mathematics
1627 |
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Autres contributions : Philip E. Protter, Mario Pulvirenti, Denis Talay (auteurs) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • 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, C. Graham, Th. G. Kurtz, S. Méléard [et al.], 1996, Berlin, Springer, 1 volume (X-301 pages), Lecture notes in mathematics, 3-540-61397-8 • Probabilistic Models for Nonlinear Partial Differential Equations, Texte imprimé, 9783662176436 |
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| 110 | 2 | |a Centro internazionale matematico estivo. |b Session |n (1 |d :1995 |c :Montecatini Terme, Italie). |4 aut | |
| 245 | 1 | 0 | |a Probabilistic Models for Nonlinear Partial Differential Equations : |b 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 |c Carl Graham, Thomas G. Kurtz, Sylvie Méléard [et al.] ; editors, Denis Talay, Luciano Tubaro. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1627 |x 1617-9692 | |
| 500 | |a Autres contributions : Philip E. Protter, Mario Pulvirenti, Denis Talay (auteurs) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Weak convergence of stochastic integrals and differential equations -- Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models -- Kinetic limits for stochastic particle systems -- A statistical physics approach to large networks -- Probabilistic numerical methods for partial differential equations: Elements of analysis -- Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Thermodynamique | ||
| 650 | |a Équations aux dérivées partielles | ||
| 650 | |a Analyse numérique | ||
| 650 | |a Équations différentielles | ||
| 650 | |a Probabilités | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Graham, Carl, |d 19..-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Kurtz, Thomas G., |d 1941-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Pulvirenti, Mario, |d 1946-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Protter, Philip E., |d 1949-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Talay, Denis, |d 1955-...., |c auteur en mathématiques financières. |4 aut |4 pbd | |
| 700 | 1 | |a Méléard, Sylvie, |d 1958-...., |c mathématicienne. |4 aut | |
| 700 | 1 | |a Tubaro, Luciano, |d 1947- |4 pbd | |
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| 776 | 0 | |t Probabilistic Models for Nonlinear Partial Differential Equations |b Texte imprimé |z 9783662176436 | |
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