Robert Dalang

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robert.dalang@epfl.ch +41 21 693 25 51

EPFL SB MATH PROB
MA B2 493 (Bâtiment MA)
Station 8
CH-1015 Lausanne

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

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Administrative data

Publications

Infoscience publications

Teaching & PhD

Teaching

Mathematics

PhD Programs

Doctoral Program in Mathematics

Courses

Analysis III

This course is an introduction to the fundamental concepts of vector analysis and complex analysis with a view of their use in other courses and in solving multidisciplinary problems of scientific engineering.

Analysis IV

This course is an introduction to Fourier series, Fourier transforms (including of tempered distributions), Laplace transforms, and their use in solving ordinary and partial differential equations.

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.

Theory of stochastics calculus

Introduction to the mathematical theory of stochastic calculus: construction of the Itô stochastic integral for a semimartingale, proof of Itô's formula, introduction to stochastic differential equations, to the Girsanov theorem and the Feynman-Kac formul...