Thomas Mountford

photo placeholder image

thomas.mountford@epfl.ch +41 21 693 25 52

EPFL SB MATH PRST
MA B1 517 (Bâtiment MA)
Station 8
CH-1015 Lausanne

41 21 693 25 52
41 21 693 11 80
Office: MA B1 517
EPFL > SB > MATH > PRST

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

41 21 693 25 52
EPFL > SB > SB-SMA > SMA-ENS

41 21 693 25 52
Office: MA B1 517
EPFL > VPA > VPA-AVP-PGE > AVP-PGE-EDOC > EDMA-ENS

vCard
Administrative data

Teaching & PhD

Teaching

Mathematics

PhD Programs

Doctoral Program in Mathematics

PhD Students

Pirl John Ludovic,

Past EPFL PhD Students

Baraka Driss , Brahim Belhaouari Samir , Gauthier Damien , Kalbasi Kamran , Rodrigues Valesin Daniel , Saliba Jacques , Schöpfer Samuel , Xue Hao ,

Courses

Analysis II (English)

The course studies fundamental concepts of analysis and the calculus of functions of several variables.

Stochastic processes

The course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).

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 formula.