Convergence of Stochastic Processes
Polytechnique, Sep-Dec 2023
A team Research Project (‘EA Recherche’) at Ecole Polytechnique done with Guillaume Février and Julien Lambert under the supervision of Ass. Prof. Clément Rey.
To study the dynamics of Ito processes, we simulated them over extended time frames and proposed increasingly precise polynomial approximations as limits for simulated processes.
You can find below the project Report and the Slides we’ve done for the project defense.