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A short introduction to hydrodynamic limits

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If you have a question about this talk, please contact Marc Briant .

Hydrodynamic limits describe a problem class where one tries to obtain a macroscopic PDE description from a microscopic discrete stochastic model. This problem has attracted considerable interest over the last decades and lies at the intersection between PDE theory and stochastics. In this talk I want to present the basic problem setting and some ideas on how to obtain rigorous results.

This talk is part of the Cambridge Analysts' Knowledge Exchange series.

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