David Nualart

EPFL > SB > MATH > STOAN

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

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Teaching & PhD

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.