FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
MATH-487: Topics in stochastic analysisThis course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
MATH-330: Martingales and Brownian motionIntroduction to the theory of discrete-time martingales including, in particular, the convergence and stopping time theorems. Application to branching processes. Introduction to Brownian motion and st
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
PHYS-231: Data analysis for PhysicsCe cours présentera les bases de l'analyse des données et de l'apprentissage à partir des données, l'estimation des erreurs et la stochasticité en physique. Les concepts seront introduits théoriquemen
PHYS-436: Statistical physics IVNoise and fluctuations play a crucial role in science and technology. This course treats stochastic methods, applying them to both classical problems and quantum systems. It emphasizes the frameworks
