Bachelor 2024/2025

Stochastic Processes

Type: Elective course (Fundamental and Computational Linguistics)

Area of studies: Fundamental and Applied Linguistics

Delivered by: School of Linguistics

Where: Faculty of Humanities

When: 3 year, 4 module

Mode of studies: distance learning

Online hours: 20

Open to: students of all HSE University campuses

Instructors: Maxim Bazhukov

Language: English

ECTS credits: 3

Course Syllabus

Abstract

The present course introduces the main concepts of the theory of stochastic processes and its applications. During the study, the students will get acquainted with various types of stochastic processes and learn to analyse their basic properties and characteristics. The material is anticipated to be of great interest for students willing to enhance their knowledge of stochastics and its use for the analysis of complex dynamical systems arising in various fields, such as economics or engineering.The main purpose of this course is to introduce the main concepts of the theory of stochastic processes and provide some ideas for its application to the solution of various problems in economics, finance, and other related fields.