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