Dear all,

I would like to bring to your attention the short course "Advanced Topics in Stochastic Modeling and Statistics"  (12 hours). 

I will teach this course in person at IMT Lucca  https://www.imtlucca.it/homepage, 

but it is also possible to attend it online. 

The course is divided into six lessons in the period April 16-27 2026. 

The course deals with the following topics:
- Conditional expectation (definition, properties);
- Martingales and co. (definitions and basic properties, Burkholder transform, stopping theorem and some applications, predictable compensator and Doob decomposition, some convergence results, game theory interpretation, variants);
- Introduction to stochastic processes with reinforcement (definition, applications, classical models,
recent models, including models with interaction, related statistical tools, ongoing research).

Participation in the course is free. Registration as a visiting student is required, following the instructions at  https://www.imtlucca.it/corsi-visiting-students

Once registered, the class schedule will be provided.

Interested students can contact me for further details

Best,

Irene Crimaldi