Course

MATH-230: Probability I

Summary

Le cours est une introduction à la théorie des probabilités. Le but sera d'introduire le formalisme moderne (basé sur la notion de mesure), de lier celui-ci à l'aspect "intuitif" des probabilités, mais aussi de faire connaissance avec la façon probabiliste de penser.

Lectures

Instructor

Martin Hairer

Teaching & 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

Official source

https://edu.epfl.ch/coursebook/en/probability-i-MATH-230

Moodle Page

http://go.epfl.ch/MATH-230

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