Keefer Rowan

keefer.rowan@epfl.ch https://keeferrowan.github.io/

vCard

EPFL SB MATH PROPDE
MA B2 487 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 87 41
Office: MA B2 487
EPFL › SB › MATH › PROPDE

Website: https://www.epfl.ch/labs/propde/

EPFL SB MATH PROPDE
MA B2 487 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 87 41
Office: MA B2 487
EPFL › SB › SB-SMA › SMA-ENS

Website: https://sma.epfl.ch/

Teaching & PhD

Courses

Theory of stochastic calculus

MATH-431

Introduction to the mathematical theory of stochastic calculus: construction of the Ito stochastic integral, proof of the Ito formula, introduction to stochastic differential equations, Girsanov's theorem and the Feynman-Kac formula, the martingale representation theorem.