2024/2025
Research Seminar "Stochastic Analysis and Related Topics 2"
Type:
Optional course (faculty)
Delivered by:
Faculty of Mathematics
Where:
Faculty of Mathematics
When:
3, 4 module
Open to:
students of all HSE University campuses
Language:
English
ECTS credits:
3
Contact hours:
36
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.