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