Stochastic modeling

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Stochastic modeling


Course devoted to an initiation to the research in applied probability

Number of hours

  • Cours Magistral : 36h
  • Travaux Dirigés : 13.5h

Form of assessment

First session

Second session

Continuous assessment: 100%

Final examination: 00%

Remedial examination: 100 %

Remedial examination length: 3 hours


study of some stochastic models from reliability theory, insurance or financial mathematics: Lévy processes, random Poisson measures, semi-Markovian processes, piecewise deterministic Markov model, etc.

In brief

ECTS credits 6.0

Number of hours 49.5

Level of study Master degree level


Organizational unit

Administrative contact(s)

Secrétariat de Mathématiques

Email : secretariat-mathematiques @


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