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