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