For lectures 1 to 4, a good reference is the master thesis of Louis Chataignier,
available here.
Past teaching
At Université Toulouse III - Paul Sabatier
In Spring 2023 and Spring 2024, I taught lectures and tutorials for the course
Advanced Continuous Probability and Statistics.
The lecture notes in French can be found here.
At NYU
During my postdoc at NYU, I taught the following classes:
Spring 2021: Functions of a Complex Variable.
Fall 2020: Discrete Mathematics.
Spring 2020: Theory of Probability.
Fall 2019: Math for Economics I.
At the ENS Paris
I taught the exercise session for the course Integration and Probability during three years.
The material (in French) can be found here.