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