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