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