Wyniki wyszukiwania:

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...

This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti?c Computing which was held in conjunction with the Second International C- ference on Monte Carlo and Probabilistic Methods for Partial Di?erential Equations at Juan-les-Pins, France, from 7 10 June 2004. The programme of this conference was arranged by a committee consisting of Henri Faure (U- versit edeMarseille), PaulGlasserman(ColumbiaUniversity), StefanHeinrich (Universit] at Kaiserslautern), Fred J. Hickernell (Hong Kong Baptist Univ- sity),...