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world:mva
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Table of Contents
Stochastic calculus for Machine Learning
Registration to the course
Program of the course
- Where? Institut de Mathématiques d'ORSAY. Room: 1A14.
- When? Every course will hold on Thursday from 9H to 12H00 (exact dates are given below).
- Who? The list of the teachers are given below with their acronyms:
- AD: Alain Durmus.
- RD: Randal Douc.
- What? The chapters refer to the book: Markov chains by R. Douc, E. Moulines, P. Priouret and P. Soulier. Springer publishers.
- Teaching material: pdf version of Markov Chains book
| Courses | Topics | Material |
|---|---|---|
| 1 | Brownian motion and the Wiener space: defintions and first properties | |
| 2 | Brownian motion: Markov property and further properties | |
| 3 | ||
| 4 | ||
| 5 | ||
| 6 | ||
| 7 | ||
| 8 |
Lecture notes Session 6-7-8-9
Example of an examination
*“Arobase”** polytechnique.edu |
world/mva.1768916219.txt.gz · Last modified: 2026/01/20 14:36 by alain
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