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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