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