Stochastic analysis 2020 2021 — различия между версиями

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* [https://www.dropbox.com/s/3asrxd56bbljkii/Martingales.pdf?dl=0 '''Lecture-Seminar 26.09, part 1 (Martingales)''']
 
* [https://www.dropbox.com/s/3asrxd56bbljkii/Martingales.pdf?dl=0 '''Lecture-Seminar 26.09, part 1 (Martingales)''']
 
* [https://www.dropbox.com/s/vqvzh7vb1cq96l7/Gaussian%20Process.pdf?dl=0 '''Lecture-Seminar 26.09, part 2 (Wiener process)''']
 
* [https://www.dropbox.com/s/vqvzh7vb1cq96l7/Gaussian%20Process.pdf?dl=0 '''Lecture-Seminar 26.09, part 2 (Wiener process)''']
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* [https://www.dropbox.com/s/kpndh6fpnn8jpbe/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D0%BD%D0%B0%D0%BB%D0%B8%D0%B7_%20%D0%BB%D0%B5%D0%BA%D1%86%D0%B8%D1%8F%203%20.pdf?dl=0 '''Lecture 03.10''']
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* [https://www.dropbox.com/s/pqhvmrupzbh6rs0/Seminar_03_10.pdf?dl=0 '''Seminar 03.10''']
  
 
==Homeworks ==
 
==Homeworks ==

Версия 18:16, 6 октября 2020

Lecturers and Seminarists

Lecturer Naumov Alexey [anaumov@hse.ru] T924
Lecturer Belomestny Denis [dbelomestny@hse.ru] T926
Seminarist Samsonov Sergey [svsamsonov@hse.ru] 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.

Lectures and Seminars

Homeworks

Homework №1, deadline: 10.10.2020, 23:59

Midterm

Recommended literature (1st term)