Université Côte d'Azur is a group of higher education institutions that brings together the main players in higher education and research on the Côte d'Azur. UCA aims to develop the twenty-first century model for French universities, based on new interactions between disciplines, an experimental model of coordination between research, education and innovation and strong partnerships with the private sector and local communities.
The department of mathematics has been awarded three ERC grants (two seniors: HEIGHTEICH, SCAPDE and one consolidator: Sing Wave). It also has connections with private companies, including contracts with multinational companies like Thales, TOTAL, EDF and local start-ups, and with research agencies, like CEA (French agency for atomic energy). It also has a strong partnership with INRIA (French agency for computer sciences).
The Université Côte d'Azur is involved in several Applied Mathematics projects of interest for the present application. Some are supported by the French Research Agency ANR:
- ANR on mean field games (member: Delarue), application to economics/finance, crowd motion https://cbernard04.wixsite.com/anrednhs
- ANR in mathematics for neurosciences (members: Reynaud, Tanré) http://www.paris-neuroscience.fr/en/user/416
- ANR in statistical mechanics (PI: Bernardin) application to physics https://cbernard04.wixsite.com/anrednhs
Other projects related with the field of Neuroscience, of interest for the track at UCA:
- 3IA Chair: Chair in Artificial Intelligence from UCA. Both Delarue and Reynaud hold a chair (Chair means: PhD and Postdoc students, plus fundings) http://univ-cotedazur.fr/institutes/3IA/home#.XjniixdCf_9
- HBB: Human Brain Project. European project in Neurosciences (Etienne Tanré is a member) https://www.humanbrainproject.eu/en/
InterMathsUCACoordinator

University of Côte d'Azur (UniCA) Nice, France
Year #2 Cohort #2025 @ UniCA
Stochastics for biological and artificial neural networks;
ECTS Credits: 6 | Semester: 1 | Year: 1 | Campus: University of Côte d'Azur | Language: English
Unit Coordinator: Rémi Catellier
Aims:
The purpose of the course is to teach the basics of the theory of stochastic processes, which has become a standard tool in the modelling of biological neural networks. The course will focus in particular on the Brownian motion, on stochastic calculus and on diffusion processes, with the integrate and fire model as a benchmark example. Markov property and martingale theory will be also addressed in this framework, with possible extensions to some jump processes like those used in ion channel models.
Content:
• Brownian motion
• Stochastic Calculus
• Diffusion Processes
• Markov Property
• Martingales
• Integrate and fire model
• Ion channel models
Pre-requisites:
Probability with measure theory
The specialisation track “Stochastics for biological and artificial neural networks” will be offered at the Université de la Côte d’Azur in Nice. The teaching staff are affiliated to the CRNS Laboratoire J. A. Dieudonne, in particular to the Probability and Statistics Team, featuring experts in the field at outstanding level, such as Francois Delarue (AMS Doob Prize 2020), Patricia Reynaud-Bouret (Director of the “NeuroMod” Institute), and Cédric Bernardin (a leading international figure in the field of stochastic calculus and applications). The former two are acknowledged researchers in the applications of probability and stochastic analysis to neuroscience. Part of the courses will be taught by staff at the “NeuroMod” Institute for Modelling in Neuroscience and Cognition.
The course “Stochastic calculus with applications to neuroscience”, taught by Cédric Bernardin, will provide stochastic calculus tools to be applied to the dynamics of biological neural networks. The course “Probabilistic numerical methods” will address Monte Carlo and quasi Monte Carlo numerical methods. It will be taught by Etienne Tanré, who runs several projects in this field. The course “Stochastic control and interacting systems” addresses a very innovative field at the interface of optimal control, stochastic calculus, and mathematical analysis, which has relevant contributions to mathematical modelling in neuroscience. It will be taught by one of the most important experts in the field such as Francois Delarue. Two courses will be taken from the existing Modelling for Neural and Cognitive Systems MSc program: “Stochastic models in neurocognition and their statistical inference”, taught by the Director of the NeuroMod Institute Patricia Reynaud-Bouret, and “ Behavioural and cognitive neuroscience”, taught by Alice Guyon, research director at CNRS at the Institute of Molecular and Cellular Pharmacology. The latter is the application-driven course of this track, it will be exclusively focused on neuroscience modelling and it will analyse the neurobiological basis for higher mental functions through several examples.
This specialisation track will give the opportunity to spend the thesis semester in one of the institutes involved with the teaching or in one of the industrial partners, such as Fotonower, a company devoted to artificial intelligence and image processing.
September 2025
September 2026
September 2026
Campus
University of Côte d'Azur
Cohort
2025
Semester
3