书目名称 | Probabilistic Models for Nonlinear Partial Differential Equations |
副标题 | Lectures given at th |
编辑 | Carl Graham,Thomas G. Kurtz,Denis Talay,Denis Tala |
视频video | |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 1996 |
关键词 | Stochastic PDEs; interacting particle system; partial differential equation; probabilistic methods for |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0093175 |
isbn_softcover | 978-3-540-61397-8 |
isbn_ebook | 978-3-540-68513-5Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1996 |