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/

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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.