Zhe Wang

zhe.wang@epfl.ch +41 21 693 05 29

EPFL SB MATH PRST
MA B1 537 (Bâtiment MA)
Station 8
CH-1015 Lausanne

+41 21 693 05 29
+41 21 693 75 72
Office:  MA B1 537
EPFL > SB > MATH > PRST

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

EPFL SB MATH PRST
MA B1 537 (Bâtiment MA)
Station 8
CH-1015 Lausanne

+41 21 693 75 72
Office:  MA B1 537
EPFL > SB > SB-SMA > SMA-ENS

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

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Teaching & PhD

Teaching

Mathematics

Courses

Theory of stochastic calculus

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