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-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
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
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
MATH-101(de): Analysis I (German)Es werden die Grundlagen der Analysis sowie der Differential- und Integralrechnung von Funktionen einer reellen Veränderlichen erarbeitet.
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
PHYS-216: Mathematical methods (for SPH)Ce cours est un complément aux cours d'analyse et d'algèbre linéaire qui apporte des méthodes et des techniques mathématiques supplémentaires requises pour les cours de physique de 3e année, notamment