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Probabilistic Models for Nonlinear Partial Differential Equations: Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo ... Notes in Mathematics, 1627, Band 1627) - Softcover
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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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Über die Autorin bzw. den Autor
Carl Graham is a CNRS researcher and Professeur chargé de cours (part-time associate professor) at the École Polytechnique and associate editor for Annals of Applied Probability. His main fields of research include stochastic processes, stochastic modelling and communication networks.
Denis Talay is a senior researcher at Inria. He holds a part time research position at École Polytechnique where he had taught for 13 years. He is, or has been, an associate editor for many top journals in probability, numerical analysis, financial mathematics and scientific computing. He was the president of the French Applied Math. Society SMAI (2006-2009) and is now the Chair of its Scientific Council. His main fields of interest are stochastic modelling, numerical probability, stochastic analysis of partial differential equations and financial mathematics.
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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.
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Probabilistic Models for Nonlinear Partial Differential Equations
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9783540613978. Artikel-Nr. 2933011
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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
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9783540613978
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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
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Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | 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. Artikel-Nr. 686650/202
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