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