mots-cles - Equipe Probabilités - IRMAR

 

Mots-clés

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