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Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)
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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| Lenguaje: | eng |
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Springer
1996
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| Acceso en línea: | https://dx.doi.org/10.1007/BFb0093175 http://cds.cern.ch/record/1696300 |