Martin Hairer
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
Website: 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
Website: https://sma.epfl.ch/
Teaching & PhD
PhD Students
Colin Piernot, Wenhao Zhao, Declan Rellan Stacy
Courses
Advanced stochastic analysis
MATH-525
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.