Web page of Jean-François Le Gall

LMO Université Paris-Sud

Home

Curriculum vitae

Publications

Talks

Lecture notes

Teaching

PhD students


Teaching


   The book Measure Theory, Probability, and Stochastic Processes, which is an augmented version of lecture notes for two courses given at Ecole normale supérieure de Paris, has been published in the Springer series Graduate Texts in Mathematics (Volume 295, 2022)




   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)