This 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. ...
A rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will see the interplay between nonparametrics and multivariate ...
The goal of this course is to give an introduction to the theory of distributions and cover the fundamental results of Sobolev spaces including fractional spaces that appear in the interpolation theory. Those notions are central to the study of partial dif ...
This course is an introduction to the spectral theory of linear operators acting in Hilbert spaces. The main goal is the spectral decomposition of unbounded selfadjoint operators. We will also give elementary applications to quantum mechanics. ...
Introduction au calcul scientifique, à la programmation et à la gestion et visualisation de données avec MATLAB / GNU Octave et Python sous GNU/Linux. ...