Robert Dalang

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

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

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

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Administrative data

Publications

Infoscience publications

Teaching & PhD

Teaching

Mathematics

Courses

Analysis III (for SV, MT)

The course studies the fundamental concepts of vector analysis and Fourier-Laplace analysis with a view to their use in other courses and for solving multidisciplinary problems in science and engineering.

Analysis IV (for SV, MT)

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

Theory of stochastic calculus

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