** 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 can choose to attend only one course in List 1, one course in List 2 and one course in List 3.

** 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 **