Table of Contents

Stochastic calculus for Machine Learning

Registration to the course

Program of the course

Courses Topics Material
1 Brownian motion and the Wiener space: defintions and first properties TD 0 and TD 1 and notes
2 Brownian motion: Markov property and further properties TD 3 and notes
3
4
5
6
7
8

Evaluation

Contact

name email adresses
Alain Durmus alain.durmus “Arobase” polytechnique.edu