mots-cles - Equipe Probabilités - IRMAR

 

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