Xue-Mei Li

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xue-mei.li@epfl.ch +41 21 693 80 68 https://people.epfl.ch/xue-mei.li

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 80 68
Office:  MA B2 463
EPFL > SB > MATH > STOAN

Web site:  Web site:  https://www.epfl.ch/labs/stoan/

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 80 68
Office:  MA B2 463
EPFL > SB > SB-SMA > SMA-ENS

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

EPFL SB MATH STOAN
MA B2 463 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 80 68
Office:  MA B2 463
EPFL > VPA-AVP-PGE > AVP-PGE-EDOC > EDMA-ENS

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Administrative data

Teaching & PhD

Teaching

Mathematics

PhD Students

Sobczak Szymon, Ying Kexing,

Courses

Topics in stochastic analysis

This course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general improve our knowledge of stochastic processes. We touch also trends in current research.

Malliavin calculus and normal approximations

This course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probability densities and quantitative normal approximations.