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