Course

MATH-487: Topics in stochastic analysis

Summary

This 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 improve our knowledge of stochastic processes. We touch also trends in current research.

Official source

https://edu.epfl.ch/coursebook/en/topics-in-stochastic-analysis-MATH-487

Moodle Page

http://go.epfl.ch/MATH-487

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

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