MATH-431: Theory of stochastic calculusIntroduction 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 ...
FIN-415: Probability and stochastic calculusThis 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-487: Introduction to multi-scale stochastic dynamicsThis 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. ...
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...
ENV-548: Sensor orientationDetermination of spatial orientation (i.e. position, velocity, attitude) via integration of inertial sensors with satellite positioning. Prerequisite for applications related to remote sensing, environmental monitoring, mobile mapping, robotics, space expl ...
BIO-369: Randomness and information in biological dataBiology 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. ...
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mathematics. Moreover, the concepts of complete and incompl ...
CH-334: Opération unitaire et technologie des procédésL'étudiant sera en mesure de : -Identifier et définir les principales opérations unitaires. -Analyser et optimiser une opération unitaire selon les contraintes. - Proposer des améliorations techniques, économiques et durables. ...
AR-201(o): Studio BA3 (Verschuere)The studio is conceived as an investigation into the archetypical elements of architecture in light of the challenges of our present age. By imbricating these two issues a framework is set up in which a critical reflection on what architecture might be tod ...
BIO-692: Symmetry and Conservation in the CellThis course shows students how the physical principles of conservation, symmetry, and locality influence the dynamics of living organisms at the molecular and cellular level. Computer simulations are used to explore examples of cellular dynamics and phase ...
MATH-664: Malliavin calculus and normal approximationsThis 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. ...
MSE-709: Powder Characterisation and DispersionIntroduction to some basic methods used for powder characterisation, particle size measurement and a brief introduction to powder dispersion and suspension characterisation. Discussion of the fundamental theory behind the methods and their limitations. Rea ...
MSE-209: Transfer phenomena in materials scienceCe cours porte sur le transfert de la chaleur par conduction, convection et rayonnement, ainsi que sur la diffusion à l'état solide. D'après les règles phénoménologiques (Equations de Fourrier et Fick), des problèmes de solution 1-D et 2-D ainsi que modèle ...
MATH-615: Gaussian free field through random walksIn this lecture series some important objects of random geometry are introduced and studied. In particular, the relation between the Gaussian free field and random walks / Brownian motions is explored. This provides a toolbox of techniques for studying mat ...
