M1 Brownian Motion and Stochastic Processes

Exercise sessions for the lecture given by Hélène Leman at ENS Lyon in the Spring of 2020.


In 2018 and 2019, the courses were given by Emmanuel Jacob. A lot of material originates from my predecessors, Sébastien Martineau and Xiaolin Zeng, and from the book Brownian Motion by Peter Mörters and Yuval Peres. Here are the archives from 2019.

2020 students: spoiler alert, avoid looking at solutions here too much in advance

For the sake of history, here are the complete archives of 2018.