TY  - BOOK
AU  - Graham,Carl
AU  - Kurtz,Thomas G.
AU  - Méléard,Sylvie
AU  - Protter,Philip E.
AU  - Pulvirenti,Mario
AU  - Talay,Denis
AU  - Talay,Denis
AU  - Tubaro,Luciano
ED  - SpringerLink (Online service)
TI  - 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 
T2  - Lecture Notes in Mathematics,
SN  - 9783540685135
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 1996///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Differential equations, partial
KW  - Numerical analysis
KW  - Distribution (Probability theory)
KW  - Statistical physics
KW  - Thermodynamics
KW  - Probability Theory and Stochastic Processes
KW  - Partial Differential Equations
KW  - Numerical Analysis
KW  - Statistical Physics
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/BFb0093175
ER  -