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 applications in finance, for example for option pricing, risk mana ...
PHYS-460: Nonlinear dynamics, chaos and complex systemsThe course provides students with the tools to approach the study of nonlinear systems and chaotic dynamics. Emphasis is given to concrete examples and numerical applications are carried out during the exercise sessions. ...
MATH-487: Introduction to multi-scale stochastic dynamicsThis course introduces slow/fast systems and the mathematical tools used to derive effective equations governing their behaviour. Students will learn core concepts and techniques for rigorously analysing complex stochastic multi-scale systems. ...
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of the Ito stochastic integral, proof of the Ito formula, introduction to stochastic differential equations, Girsanov's theorem and the Feynman-Kac formula, the martingale represe ...
MSE-639: Statistical methods in atomistic computer simulationsThe course gives an overview of atomistic simulation methods, combining theoretical lectures and hands-on sessions. It
covers the basics (molecular dynamics and monte carlo sampling) and also more advanced topics (accelerated sampling
of rare events, and n ...
MATH-664: Malliavin calculus and normal approximationsThis course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probability densities and quantitative normal approximations. ...
MATH-301: Ordinary differential equationsCe cours donne une introduction rigoureuse au principaux thèmes de la théorie des équations différentielles ordinaires (EDO). Les EDO sont fondamentales pour l'étude des systèmes dynamiques et des équations aux dérivées partielles. Des applications dans ce ...
PHYS-744: Advanced Topics in Quantum Sciences and TechnologiesThis course provides an in-depth treatment of the latest experimental and theoretical topics in quantum sciences and technologies, including for example quantum sensing, quantum optics, cold atoms, theory of quantum measurements and open dissipative quantu ...
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling assumptions and uncertainty levels. ...
