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Concept

Lemme d'Itō

Cours associés (8)

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MATH-450: Numerical integration of stochastic differential equations

In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications. ...

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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. ...

FIN-622: Big Data and Machine Learning for Financial Economics

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BIO-369: Randomness and information in biological data

Biology is becoming more and more a data science, as illustrated by the explosion of available genome sequences. This course aims to show how we can make sense of such data and harness it in order to understand biological processes in a quantitative way. ...

PHYS-817: Supersymmetry

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