2024/2025
Научно-исследовательский семинар "Стохастический анализ и смежные вопросы 1"
Статус:
Дисциплина общефакультетского пула
Кто читает:
Факультет математики
Где читается:
Факультет математики
Когда читается:
1, 2 модуль
Охват аудитории:
для всех кампусов НИУ ВШЭ
Язык:
английский
Кредиты:
3
Course Syllabus
Abstract
This research seminar will cover a wide range of problems related to stochastic analysis. Its aim is to present new developments in this field and to give students an opportunity to learn some modern concepts of stochastic analysis in connection with various mathematical area such as PDE’s optimization, optimal transport, statistics and machine learning. Special attention will be paid to applications in economics, finance, physics and other natural sciences. The talks will be given by the members of the laboratory of stochastic analysis and its applications (lsa.hse.ru), the guests of the laboratory, the stuff of the faculty of mathematics, as well as by students and postdocs.