Stochastic calculus with applications to neuroscience
- Unit Coordinator: Cédric Bernardin
- Programme: Erasmus Mundus
- ECTS Credits: 6
- Semester: 1
- Year: 2
- Campus: University of Côte d'Azur
- Language: English
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.
- Brownian motion
- Stochastic Calculus
- Diffusion Processes
- Markov Property
- Integrate and fire model
- Ion channel models
Probability with measure theory