Probabilistic Models for Nonlinear Partial Differential E...
Kurtz, Thomas G. / Pulvirenti, Mario / Graham, Carl / Talay, Denis / Meleard, Sylvie / Protter, Philip / Tubaro, Luciano / Talay, Denis
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 part...