Martin Hairer

photo placeholder image

martin.hairer@epfl.ch +41 21 693 59 10

EPFL SB MATH PROPDE
MA B2 497 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 59 10
Office:  MA B2 497
EPFL > SB > MATH > PROPDE

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

EPFL SB MATH PROPDE
MA B2 497 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 59 10
Office:  MA B2 497
EPFL > SB > SB-SMA > SMA-ENS

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

vCard
Administrative data

Teaching & PhD

Teaching

Mathematics

PhD Students

Zhao Wenhao,

Courses

Advanced stochastic analysis

This course will give you in-depth knowledge in some topics of modern stochastic analysis. We will start with a general introduction to Gaussian measure theory followed by an introduction to Malliavin calculus and a selection of advanced topics.