Denis Talay » Department Directory

Denis Talay

Professor, École Polytechnique

Program(s): Statistics Department, Summer Visitors

Year of Visit: Summer 2017

Topics Course: GR8301D – Topics in Probability

The course is aimed to introduce the analysis of invariant measures of ergodic diffusion processes with two main motivations: the paramedic estimation of ergodic diffusions and the long time behaviour of numerical simulations.

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