==== 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 **