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Keywords

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