Stochastic analysis 2019 2020

Lecturers and Seminarists

Lecturer	Naumov Alexey
Seminarist	Samsonov Sergey

About the course

This page contains materials for Stochastic Analysis course in 2019/2020 year, mandatory one for 1st year master students of 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) :

• O_HW for the hometasks
• O_Mid-term for the midterm exam
• O_Exam for the final exam

The formula for the final grade is

• O_Final = 0.3*O_HW + 0.3*O_Mid-term + 0.4*O_Exam

with the usual (arithmetical) rounding rule.

Lectures

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Seminars

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Hometasks

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Grades and results

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Recommended literature

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