Guillaume Marie BlancTeaching & PhD Courses Martingales and Brownian motion MATH-330 Introduction to the theory of discrete-time martingales (optional stopping and convergence theorems) and its applications (gambler's ruin, branching processes, Pólya urns...). Introduction to Brownian motion.
Thomas MountfordTeaching & PhD Past EPFL PhD Students Damien Gauthier, Samir Brahim Belhaouari, Driss Baraka, Daniel Rodrigues Valesin, Samuel Schöpfer, Kamran Kalbasi, Jacques Saliba, Hao Xue, Keming Chen Past EPFL PhD Students as codirector Guillaume Charles Woessner Courses Analysis I MATH-101(d) Study the fundamental concepts of analysis, and the differential and integral calculus of real-valued functions of one real variable. Markov chains MATH-332 The course follows the text of Norris
Michaël UnserExpertise
Image Processing, Medical Imaging, Biological Imaging, Wavelets, Splines, Multiresolution
Michael Unser is Full Professor with EPFL’s school of Engineering and the academic director of EPFL's Center for Imaging, Lausanne, Switzerland. His primary areas of investigation are signal processing, biomedical imaging and applied functional analysis. He is internationally recognized for his research contributions to sampling theory, wavelets, the use of splines for image processing, stochastic processes,
Max-Olivier HonglerExpertise
Processus stochastiquesContrôle optimal
Enseignement et PhD A dirigé les thèses EPFL de Yves Salama, Philippe Ciprut, Fabrice Dusonchet, Roger Filliger, Olivier Gallay, Julio Rodriguez, Guillaume Adrien Sartoretti
Andrzej KulikExpertise
Experimental Biophysics,nanomechanics,nanomanipulation in 2D and 3D,nanotribology,Atomic Force Microscopy,Optical Tweezers,Photonic Force Microscopy,nano Infrared Spectroscopy (nanoIR),Acoustics,Ultrasound,
Expertise
Experimental Biophysics,nanomechanics,nanomanipulation in 2D and 3D,nanotribology,Atomic Force Microscopy,Optical Tweezers,Photonic Force Microscopy,nano Infrared Spectroscopy (nanoIR),Acoustics,Ultrasound,
Martin HairerTeaching & PhD PhD Students Colin Piernot, Wenhao Zhao, Declan Rellan Stacy Courses Advanced stochastic analysis MATH-525 This course will give you in-depth knowledge in some topics of modern stochastic analysis. We will start with a general introduction to Gaussian measure theory followed by an introduction to Malliavin calculus and a selection of advanced topics.
Awards Fermat Prize Institut de Mathématiques de Toulouse 2013 Fields Medal IMU 2014 Honorary doctorate in science Hong Kong
Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Martin VetterliMartin Vetterli was appointed president of EPFL by the Federal Council following a selection process conducted by the ETH Board, which unanimously nominated him.
Professor Vetterli was born on 4 October 1957 in Solothurn and received his elementary and secondary education in Neuchâtel Canton. He earned a Bachelor’s degree in electrical engineering from ETH Zurich (ETHZ) in 1981, a Master’s of Science degree from Stanford University in 1982, and a PhD from EPFL in 1986. Professor Vetterli taught at Columbia University as an assistant and then associate professor. He was subsequently named full professor in the Department of Electrical Engineering and Computer Sciences at the University of California at Berkeley before returning to EPFL as a full professor at the age of 38. He has also taught at ETHZ and Stanford University.
Professor Vetterli has earned numerous national and international awards for his research in electrical engineering, computer science and applied mathematics, including the National Latsis Prize in 1996. He is a fellow of both the Association for Computing Machinery and the Institute of Electrical and Electronics Engineers and a member the US National Academy of Engineering. He has published over 170 articles and three reference works.
Professor Vetterli’s work on the theory of wavelets, which are used in signal processing, is considered to be of major importance by his peers, and his areas of expertise, including image and video compression and self-organized communication systems, are central to the development of new information technologies. As the founding director of the National Centre of Competence in Research on Mobile Information and Communication Systems, Professor Vetterli is a staunch advocate of transdisciplinary research.
Professor Vetterli knows EPFL inside and out. An EPFL graduate himself, he began been teaching at the school in 1995, was vice president for International Affairs and then Institutional Affairs from 2004 to 2011, and served as dean of the School of Computer and Communication Sciences in 2011 and 2012. In addition to his role as president of the National Research Council of the Swiss National Science Foundation, a position he held from 2013 to 2016, he heads the EPFL’s Audiovisual Communications Laboratory (LCAV) since 1995.
Professor Vetterli has supported more than 60 students in Switzerland and the United States in their doctoral work and makes a point of following their highly successful careers, whether it is in the academic or business world.
He is the author of some 50 patents, some of which were the basis for start-ups coming out of his lab, such as Dartfish and Illusonic, while others were sold (e.g. Qualcomm) as successful examples of technology transfer. He actively encourages young researchers to market the results of their work.
Robert DalangRobert Dalang, né en 1961, a reçu le diplôme de Mathématicien-EPFL en 1983 et est lauréat du Prix Dommer. Il passe l'année 1985-86 à Cornell University (USA) comme chercheur invité. Il obtient le doctorat au Département de mathématiques de l'EPFL en 1987. Son domaine de spécialisation est la théorie des processeurs stochastiques. En 1987, Robert Dalang est nommé professeur assistant au Département de statistiques de l'Université de Californie à Berkeley (USA). En 1988, il reçoit une bourse post-doctorale du Fonds national scientifique américain et effectue des recherches sur les propriétés markoviennes de processus stochastiques à plusieurs paramètres. En 1990, il est nommé à Tufts University (Boston, USA). Il est promu professeur associé en mai 1993. Une partie importante de ses recherches se font dans le cadre de contrats avec le Fonds national scientifique américain et l'Office de la recherche de l'armée américaine. En collaboration avec le Prof. R. Cairoli du Département de mathématiques de l'EPFL, il a écrit un livre sur l'optimisation stochastique séquentielle publié en 1996 aux éditions John Wiley. M. Dalang est nommé professeur extraordinaire de probabilités au Département de mathématiques en 1995. Il y poursuit des travaux de recherche en processus stochastiques et probabilité appliquée et participe à l'enseignement des processus stochastiques, de la théorie des probabilités et des cours de mathématiques aux sections d'ingénieurs. Il dirige régulièrement des thèses de doctorats, est éditeur de plusieurs journaux de recherche mathématique et travail en collaboration avec des chercheurs de plusieurs universités européennes et américaines.
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