Stochastic analysis 2021 2022

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Lecturers and Seminarists

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

About the course

This page contains materials for Stochastic Analysis course in 2021/2022 year, mandatory one for 1st year Master students of the Statistical Learning Theory program (HSE and Skoltech).

Grading

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 + 0.1*OBonus HW

with the usual (arithmetical) rounding rule.

Table with grades

Lectures and Seminars

Lectures and Seminars

Homeworks

  • [Homework №1, deadline: 02.10.2020, 23:59]

Exam

Midterm

Recommended literature (1st term)