==== Elective course unit ====
** General information **
* Course name in French: Electifs
* ECTS credits: 4 (see below what must be done to get these ECTS)
* ** Period: Fall-Winter Semester (from early September until end of January/early February) **
* Level : Undergraduate (Bachelor 4th Year) or Graduate (Master 1st Year)
* Teaching hours: 90 hours divided into 3 courses (30 hours each)
* Language of instruction: usually French
Warning! The elective course unit consists of 3 courses. Students must choose ** one and ONLY ONE ** course in each list.
Three courses in Mathematics can be attended as they are offered in two separate lists:
- Numerical mathematics and simulation (List 1),
- Introduction to stochastic processes (List 2),
- Advanced analysis (List 3).
Due to timetable constraints, you cannot attend more than one course in a list.
==== Numerical mathematics and simulation (available in course list 1) ====
** General information **
* Course name in French: Mathématiques numériques et simulation
* ECTS credits: see explanation above
* ** Period: Fall-Winter Semester (from early September until end of January/early February) **
* Level : Undergraduate (Bachelor 4th Year) or Graduate (Master 1st Year)
* Teaching hours: 30 hours (Lectures = tba hours, Tutorials = tba hours, Self-study = tba hours)
* Language of instruction: French
* Coordinator: Marie Billaud-Friess
* Instructor(s): Marie Billaud-Friess, Mitra Fouladirad, Guillaume Chiavassa, Christophe Pouet
* Last update 14/03/2025 by C. Pouet
** Brief description **
This course is an advanced course in Mathematics dealing with simulation, stochastic algorithms and Itô integration.
** Learning outcomes **
* tba
** Prerequisites **
Tba
** Assessment **
Tba
** Course content **
- Simulation of random variables
* tba
- Monte-Carlo methods
* tba
- Stochastic algorithms
* tba
- Introduction to Itô integration
** Bibliography **
==== Introduction to stochastic processes (available in course list 2) ====
** General information **
* Course name in French: Introduction aux processus stochastiques
* ECTS credits: see explanation above
* ** Period: Fall-Winter Semester (from early September until end of January/early February) **
* Level : Undergraduate (Bachelor 4th Year) or Graduate (Master 1st Year)
* Teaching hours: 30 hours (Lectures = tba hours, Tutorials = tba hours, Self-study = tba hours)
* Language of instruction: French
* Coordinator: Mitra Fouladirad
* Instructor(s): Mitra Fouladirad, Thibaut Le Gouic
* Last update 14/03/2025 by C. Pouet
** Brief description **
This course is an advanced course in Mathematics dealing with random processes.
** Learning outcomes **
* tba
** Prerequisites **
Tba
** Assessment **
Tba
** Course content **
- Conditional expectation
* tba
- Markov chains
* tba
- Poisson process
* tba
** Bibliography **
==== Advanced analysis (available in course list 1) ====
** General information **
* Course name in French: Analyse mathématique
* ECTS credits: see explanation above
* ** Period: Fall-Winter Semester (from early September until end of January/early February) **
* Level : Undergraduate (Bachelor 4th Year) or Graduate (Master 1st Year)
* Teaching hours: 30 hours (Lectures = tba hours, Tutorials = tba hours, Self-study = tba hours)
* Language of instruction: French
* Coordinator: Magali Tournus
* Instructor(s): Magali Tournus
* Last update 01/04/2022 by C. Pouet
** Brief description **
This course is an advanced course in Mathematics dealing with functional analysis.
** Learning outcomes **
* tba
** Prerequisites **
Tba
** Assessment **
Tba
** Course content **
- Tba
* tba
** Bibliography **