Formation M1 Mathématiques Fondamentales et Appliquées
Semester1
Teaching staffLecturers : Bastien Mallein, Laurent Tournier
Credits 6 ECTS
Teaching hours 30h de cours + 30h de TD/TP
Validation schemeFinal exam

Syllabus

Conditional expectation, conditional law, Markov chain, Martingale, Gaussian vector, Brownian motion.

Prerequisit

Bachelor level of measure theory and probability (discrete probability, law of large numbers, central limit theorem).