Teaching

Fall 2018:

  • not teaching

Winter 2019:

  • MAT 1700 - Probabilités I (groupe 21)
  • MAT 998D - Lévy processes and applications
    This is an introductory course on Lévy processes with an emphasis on fluctuation theory for spectrally negative Lévy processes (SNLPs), including compound Poisson with drift and Brownian motion with drift. Applications in ruin theory, operations research and/or financial mathematics will be discussed, in view of students interest.
    Schedule: Tuesday and Thursday, 2-3:30pm (could be modified at the first lecture)