====== Stochastic calculus for Machine Learning ======

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====== Registration to the course ======
 
  * <color /yellow> [[https://docs.google.com/forms/d/1mIXLc_cU4hGWMX3RbmbykL97uZZm2SEMOxbdBY6UxoU/edit|Please register here]] </color>


====== Program of the course ======
  * **Where?** ENS Paris-Saclay. /*Room: 1A14.*/
  * **When?** /*Every course will hold on Thursday <color red>from 9H to 12H00</color> (exact dates are given below).*/
 
^ Courses  ^ Topics                                                                 ^ Material                                                                                                             ^
| 1        | Brownian motion and the Wiener space: defintions and first properties  | {{:world:prob_0.pdf| TD 0}}   and {{:world:BM0.pdf| TD 1}}  and {{:world:chap_1-_brownian_motion_and_v1.pdf|notes}}  |
| 2        | Brownian motion: Markov property and further properties                | {{:world:td3_cs.pdf| TD 3}} and {{:world:note_2_cs.pdf| notes}}                                                      |
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===== Evaluation =====

===== Contact =====

^ name          ^ email adresses                                ^
| Alain Durmus  | alain.durmus **"Arobase"** polytechnique.edu  |


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~~DISCUSSION~~