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