Coutin Laure's Teaching
[
Main Page
|
Education and Positions
|
Teaching
|
Research
|
Publications
|
Preprints and Programs
|
Links
|
LSP
]
Theory of signal
A course giving basic notions in the theory of signal
from Fourier transform to FFT
Shannon theorem
filtering
description of some properties of discret signal ( stationnarity, ergodicity, gaussiannity)
Filtering formula and application to ARMA processes.
Travaux dirigés
Proposing, and solving problems with approximately 30 students
Differential Calculus
Measure and Integration and topology
Probability and Statistic (Graduate Level )
Probability (Master's Degree Level)
Stochastic Calculus
A course giving basic notions in the theory of Stochastic Calculus in Master Recherche 2
Gaussian process
Brownian motion
filtration, stopping times, and martingales
integration with respect to semimartingales
Ito formula, Girsanov theorem
stochastic differential equations
Statistic of diffusion processes and application to mathematical finance
at "Ecole Nationale Supérieure d'aréonautique ( Master Level 2). A course giving basic notions in estimation of the parameters in
Black-Scholes model
Vasicek model
Cox-Ingersoll-Ross model
contrast estimators on the Euler scheme
Data analysis
LIM (Graduate Level)
Magistère d'Economètre-Statisticien (Master's Degree Level )
Statistics
(Under graduate Level : IUT and IUP )
Gaussian processes (10h)
Master Research Level 2.
Gaussian spaces and processes and measures
Regularity of sample paths
Autoreproducing kernel
Wiener integrals and chaos