 français
Organizers > Anne Bourlioux, Eric Vanden-Eijnden > CRM Home page > CRM Acces > Montréal-Maps > Montréal-Tourism > Information |
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The aim is to cover the essentials of stochastic calculus, including fundamental concepts such as Markov chains, Wiener processes, stochastic differential equations, as well as more elaborate ideas such as the Girsanov transformation and path integrals. The material will be presented at a semi-rigorous level by relying only on the standard tools of basic probability, linear algebra, and advanced calculus. Both theoretical and numerical aspects will be covered and illustrated via examples. |
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Who should attend
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