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