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Mots-clés

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