This course, entitled Probability 2, is intended for first-year Master's (M1) students.
Students must have previously completed the second-year undergraduate mathematics probability course, the third-year undergraduate mathematics course on integral transformations in Lp spaces, and the third-year undergraduate mathematics course on measure and integration theory, which includes the basic concepts of independent random variables and probability distributions. The teaching of this subject allows students to explore concepts related to random processes and stochastic calculus, in order to examine the links between some of these processes and the resolution or control of partial differential equations (PDEs).