Course

MATH-487: Introduction to multi-scale stochastic dynamics

Summary

This 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.

Lectures

Instructor

Xue-Mei Li-Hairer

Teaching & PhD PhD Students Johann Williams, Timon Miehling, Szymon Sobczak, Kexing Ying Courses Introduction to multi-scale stochastic dynamics MATH-487 This 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.

Official source

https://edu.epfl.ch/coursebook/en/introduction-to-multi-scale-stochastic-dynamics-MATH-487

Moodle Page

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

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Summary

Lectures

Instructor

Xue-Mei Li-Hairer

Official source

https://edu.epfl.ch/coursebook/en/introduction-to-multi-scale-stochastic-dynamics-MATH-487

Moodle Page

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

About this result

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