Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Graph
Search

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

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

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

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

Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Related courses (29)

FIN-415: Probability and stochastic calculus

This 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 ...

MATH-431: Theory of stochastic calculus

Introduction 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 ...

COM-417: Advanced probability and applications

In this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...

PHYS-467: Machine learning for physicists

Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...

COM-500: Statistical signal and data processing through applications

Building up on the basic concepts of sampling, filtering and Fourier transforms, we address stochastic modeling, spectral analysis, estimation and prediction, classification, and adaptive filtering, with an application oriented approach and hands-on numeri ...