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