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
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
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
MSE-209: Transfer phenomena in materials scienceCe cours porte sur le transfert de la chaleur par conduction, convection et rayonnement, ainsi que sur la diffusion à l'état solide. D'après les règles phénoménologiques (Equations de Fourrier et Fick
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
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-519: Topics in high-dimensional probabilityThis is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure o