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