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 /

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 o...

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Bibliographic Details

Corporate Author:	Centro internazionale matematico estivo
Other Authors:	Graham, C. (Carl), Talay, D. (Denis), Tubaro, L. (Luciano), 1947-
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, ©1996.
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1627.
Subjects:	Stochastic partial differential equations > Numerical solutions > Congresses. Differential equations, Nonlinear > Numerical solutions > Congresses. Convergence > Congresses. Équations aux dérivées partielles stochastiques > Solutions numériques > Congrès. Équations différentielles non linéaires > Solutions numériques > Congrès. Convergence (Mathématiques) > Congrès. Convergence. Differential equations, Nonlinear > Numerical solutions. Stochastic partial differential equations > Numerical solutions. Stochastische analyse. Niet-lineair gedrag. Partiële differentiaalvergelijkingen. Analise estocastica. Distribuicoes (probabilidade) Differential equations, Partial > Numerical solutions. Équations aux dérivées partielles > Congrès. Équations différentielles > Congrès. Conference papers and proceedings.