M2 Mathématiques de l’aléatoire
… optimization problems: (stochastic) optimization, minimax problems, variational inequalities, learning in games, … use stochastic calculus to give a simple approach to local times of continuous semimartingales. We will then study … Polycopié de l’Ecole Polytechnique, 2014. L. Wasserman : All of Nonparametric Statistics. Springer, New …
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