Xue-Mei Li

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

Web site:  Web site:  https://www.epfl.ch/labs/stoan/

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

Web site:  Web site:  https://sma.epfl.ch/

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

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Administrative data

Teaching & PhD

Teaching

Mathematics

PhD Students

Sobczak Szymon, Ying Kexing,

Courses

Malliavin calculus and normal approximations

This 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.