This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE’s, physics or biology. The involved mathematical tools as propagation of chaos, coupling, functional inequalities, provide a good picture of the classical methods that furnish quantitative rates of convergence to equilibrium
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a larg...
This document is an overview of my works on different probabilistic models for various applications,...
In this paper the authors analyze the long time behavior of certain Markov chains, namely jump proce...
International audienceThis note provides several recent progresses in the study of long time behavio...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
These notes correspond to a three hours lecture given during the workshop “Metastability a...
In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) an...
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessib...
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtl...
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations ...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differenti...
The theory of Markov Processes has become a powerful tool in partial differential equations and pote...
This talk concerns the long-time evolution of stochastic ODE and PDE with random coefficients and wh...
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a larg...
This document is an overview of my works on different probabilistic models for various applications,...
In this paper the authors analyze the long time behavior of certain Markov chains, namely jump proce...
International audienceThis note provides several recent progresses in the study of long time behavio...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
These notes correspond to a three hours lecture given during the workshop “Metastability a...
In these notes we discuss Markov processes, in particular stochastic differential equations (SDE) an...
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessib...
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtl...
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations ...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differenti...
The theory of Markov Processes has become a powerful tool in partial differential equations and pote...
This talk concerns the long-time evolution of stochastic ODE and PDE with random coefficients and wh...
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a larg...
This document is an overview of my works on different probabilistic models for various applications,...
In this paper the authors analyze the long time behavior of certain Markov chains, namely jump proce...