En son coeur, c'est un cours d'analyse fonctionnelle pour les physiciens et traite les bases de théorie de mesure, des espaces des fonctions et opérateurs linéaires. ...
Concepts de base de l'analyse fonctionnelle linéaire: opérateurs bornés, opérateurs compacts, théorie spectrale pour les opérateurs symétriques et compacts, le théorème de Hahn-Banach, les théorèmes de l'application ouverte et du graphe fermé. ...
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 ...
This doctoral course provides an introduction to optimal control covering fundamental theory, numerical implementation and problem formulation for applications. ...
This course will review modern techniques for parameter and state estimation in a Bayesian framework for models involving differential equations, with particular attention to the high dimensional setting. ...
Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...