MAPPA

MAPPA
Mathematical Analysis and Probability

PAris Sciences & Lettres and PAdova

UniPD
UniPSL

From Padova to PSL

Students with University of Padova as host institution follow one of the three following study programs.

A - Program in Analysis

First year in Padova

YearSemester CourseItalian SSDECTS
1IDifferential GeometryMAT/038
1IIntroduction to Partial Differential EquationsMAT/058
1IFunctions TheoryMAT/058
1IStochastic AnalysisMAT/067
1IIAdvanced AnalysisMAT/058
1IICalculus of VariationMAT/058
1IIDifferential Equations OR Harmonic AnalysisMAT/056
1IIDyamical Systems OR Numerical Methods for Differential EquationsMAT/07 - MAT/087

Second year in PSL

YearSemester CourseECTS
2ISuggested: A review of PDEs 0
2ISuggested: A review of numerical methods for PDEs 0
2IIntroduction to non linear PDEs 6
2IIntroduction to evolution PDEs 6
2I Numerical Methods for PDEs and Control OR Stochastic control 6
2II Mean-Field Games Theory (Exam+Seminar)6
2IIFinal dissertation 36

B - Program in Probability and Finance

First year in Padova

YearSemester CourseItalian SSDECTS
1IDifferential GeometryMAT/038
1IIntroduction to Partial Differential EquationsMAT/058
1IStochastic AnalysisMAT/067
1IShort seminar 3
1IIIntroduction to Stochastic Processes MAT/068
1IIStochastic methods for finance MAT/06 - SECS-S/067
1IINumerical methods for differential equations MAT/087
1IIDifferential EquationsMAT/056
1IIOptimization for data scienceMAT/096

Second year in PSL

YearSemester CourseECTS
2IRecommended: A review of PDEs 0
2IRecommended: A review of numerical methods for PDEs 0
2INumerical methods for PDE and control 6
2IMonte Carlo methods 6
2I/II Two courses from the following list (with short seminar):
Stochastic control; Jump processes; Theory of Mean-Field Games; Large deviations and applications
12
2IIFinal dissertation 36

C - Individual study Programs

Individual study programs can be presented during the first semester of the program.
They need to be validated by the local committee Pr. C. Fontana and F. Rossi. All individual programs need to comply with Annex 1 of the MAPPA agreement.

News

Students with Padova as home institution:
Admission results for the 2020-2021 call are available here.