Guillaume Blanc
EPFL SB MATH RGM
MA A2 397 (Bâtiment MA)
Station 8
1015 Lausanne
Web site: Web site: https://www.epfl.ch/labs/rgm/
EPFL SB MATH RGM
MA A2 397 (Bâtiment MA)
Station 8
1015 Lausanne
Web site: Web site: https://sma.epfl.ch/
Teaching & PhD
Teaching
Mathematics
Courses
Martingales and Brownian motion
Introduction to the theory of discrete-time martingales (optional stopping and convergence theorems) and its applications (gambler's ruin, branching processes, Pólya urns...). Introduction to Brownian motion.