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Probabilistic Models for Nonlinear Partial Differential Equations

by Carl Graham , Denis Talay , Thomas G. Kurtz
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Current price ₹5,747.00
Original price ₹6,897.00
Original price ₹6,897.00
Original price ₹6,897.00
(-17%)
₹5,747.00
Current price ₹5,747.00

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Book cover type: Paperback
  • ISBN13: 9783540613978
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 302
  • Original Price: GBP 44.99
  • Language: English
  • Edition: 1996
  • Item Weight: 445 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

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