Cheuk Yin Lee

EPFL SB MATH PROB
MA B2 483 (Bâtiment MA)
Station 8
CH-1015 Lausanne

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

EPFL SB MATH PROB
MA B2 483 (Bâtiment MA)
Station 8
CH-1015 Lausanne

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Teaching & PhD

Teaching

Mathematics

Courses

Theory of stochastic calculus

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