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.