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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| Auteurs principaux: | , , , , , |
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| Format: | Livre numérique |
| Langue: | Anglais |
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Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Collection: | Lecture notes in mathematics
1627 |
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| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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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 |
Table des matières:
- 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.