** 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:

1. Numerical mathematics and simulation (List 1),
2. Introduction to stochastic processes (List 2),
3. Advanced analysis (List 3).

Due to timetable constraints, you cannot attend more than one course in a list.

** 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 **

1. Simulation of random variables
   • tba
2. Monte-Carlo methods
   • tba
3. Stochastic algorithms
   • tba
4. Introduction to Itô integration

** Bibliography **

** 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 **

1. Conditional expectation
   • tba
2. Markov chains
   • tba
3. Poisson process
   • tba

** Bibliography **

** 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 **

1. Tba
   • tba

** Bibliography **