Author | Graham, Carl. author |
---|---|
Title | Probabilistic Models for Nonlinear Partial Differential Equations [electronic resource] : 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 / by Carl Graham, Thomas G. Kurtz, Sylvie Mรฉlรฉard, Philip E. Protter, Mario Pulvirenti, Denis Talay ; edited by Denis Talay, Luciano Tubaro |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1996 |
Connect to | http://dx.doi.org/10.1007/BFb0093175 |
Descript | X, 302 p. online resource |
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