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 of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations)| third, on the modelling of networks by interacting particle systems.