Stochastic analysis 2020 2021

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Lecturers and Seminarists

Lecturer Naumov Alexey [] T924
Lecturer Belomestny Denis [] T926
Seminarist Samsonov Sergey [] T926

About the course

This page contains materials for Stochastic Analysis course in 2020/2021 year, mandatory one for 1st year Master students of the Statistical Learning Theory program (HSE and Skoltech).

Grading formula

The final grade consists of 3 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :

  • OHW for the hometasks
  • OMid-term for the midterm exam
  • OExam for the final exam

The formula for the final grade is

  • OFinal = 0.3*OHW + 0.3*OMid-term + 0.4*OExam

with the usual (arithmetical) rounding rule.



  • To be filled


Recommended literature (1st term)