Web page of Jean-François Le Gall

LMO Université Paris-Sud

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PhD students


Teaching


   The book Brownian Motion, Martingales, and Stochastic Calculus , which is an augmented version of lecture notes written for a stochastic calculus course taught at University Pierre et Marie Curie and then at University Paris-Sud, has been published in the Springer series Graduate Texts in Mathematics (Volume 274, 2016)





The ENS course Intégration, Probabilités et Processus Aléatoires (PDF, 248 pages, French)


Exam problems