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