Web page of Jean-François Le Gall

LMO Université Paris-Sud


Curriculum vitae



Lecture notes


PhD students


   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

  • The November 2016 exam of Calcul stochastique et processus de Markov;

  • The January 2017 exam of Calcul stochastique et processus de Markov.