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