Metric and topological spaces

In metric spaces a distance is defined between each pair of points. In topological spaces, distances are replaced by only a certain notion of nearness. This abstract setting sheds new light upon basic questions: What is continuity? When should we consider two spaces to be equal?

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Probability

This course provides an introduction to probability theory - the mathematical study of randomness. The aim is to get to know the basic mathematical framework of probability theory, and to learn to think and argue in this framework.

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Martingales et mouvement brownien

Introduction to the theory of martingales in discrete time, in particular convergence and optional sampling theorems. Application to branching processes. Introduction to Brownian motion and its main properties.

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