Guillaume Blanc

EPFL SB MATH RGM
MA A2 397 (Bâtiment MA)
Station 8
1015 Lausanne

EPFL SB MATH RGM
MA A2 397 (Bâtiment MA)
Station 8
1015 Lausanne

Teaching & PhD

Courses

Martingales and Brownian motion

MATH-330

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.