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Mots-clés
Random walk
60H10
Burgers equation
Rare event
Dual representation
Generalized random fields
Nonlinear Schrödinger equation
Time-inconsistency
Ergodicity
Champs aléatoires
2-Wasserstein distance
Mesures invariantes
Particle filter
G-Brownian motion
Backward stochastic differential equation
Lévy process
Équations différentielles stochastiques
Explosion times
BSDE
Coupling method
Fractional Brownian motion
Invariant measures
Interacting particle systems
Stochastic differential equation
Existence and uniqueness
Forward-backward stochastic differential equation
Probability mathPR
Probability
Ergodic control
Stochastic partial differential equations
Analysis of PDEs mathAP
Brownian motion
Equations aux dérivées partielles stochastiques
Uniqueness
EDP
Small ball estimate
Kinetic formulation
Propagation of chaos
Kac-Rice formula
Backward error analysis
Stochastic linear-quadratic control
Kinetic equations
Second Wiener chaos
Wasserstein distance
Cox processes
Champ moyen
Asymptotic distributions
Conservation laws
Asymptotic distribution
Central limit theorem
Stochastic processes
Exponential mixing
Edgeworth expansion
Invariant measure
Ergodicité
Fomin differentiability
Coupling
Adjoint process
Markov process
Croissance quadratique
Piecewise deterministic Markov process
Malliavin calculus
Blow-up
Quadratic growth
Multilevel splitting
Point processes
Processus de Markov
White noise dispersion
Stochastic partial differential equation
Processus de Lévy
Long-time behavior
Comportement en temps long
Rare event simulation
Comparison theorem
Stochastic optimal control
Kinetic stochastic equation
Particle filtering
Feynman-Kac formula
Solitary waves
Diffusion limit
Approximation diffusion
BMO martingale
Backward stochastic differential equations
FOS Mathematics
Kolmogorov equation
Stochastic differential equations
Diffusion-approximation
Analyse stochastique
Probabilités
Limit theorems
Concentration inequalities
Piecewise Deterministic Markov Process
Importance sampling
Differential equations
Perturbed test functions
Convex optimization
Kinetic equation
Feller processes
White noise
Lévy processes