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