{"id":7206,"date":"2022-04-28T20:51:26","date_gmt":"2022-04-28T20:51:26","guid":{"rendered":"https:\/\/www.tun.com\/courses\/2019\/12\/23\/stochastic-processes\/"},"modified":"2022-04-28T20:51:27","modified_gmt":"2022-04-28T20:51:27","slug":"stochastic-processes","status":"publish","type":"post","link":"https:\/\/www.tun.com\/courses\/stochastic-processes\/national-research-university-higher-school-of-economics\/","title":{"rendered":"Stochastic processes"},"content":{"rendered":"
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Description<\/h2>\n

The purpose of this course is to equip students with theoretical knowledge and practical skills, which are necessary for the analysis of stochastic dynamical systems in economics, engineering and other fields.
\nMore precisely, the objectives are
\n1. study of the basic concepts of the theory of stochastic processes;
\n2. introduction of the most important types of stochastic processes;
\n3. study of various properties and characteristics of processes;
\n4. study of the methods for describing and analyzing complex stochastic models.
\nPractical skills, acquired during the study process:
\n1. understanding the most important types of stochastic processes (Poisson, Markov, Gaussian, Wiener processes and others) and ability of finding the most appropriate process for modelling in particular situations arising in economics, engineering and other fields;
\n2. understanding the notions of ergodicity, stationarity, stochastic integration; application of these terms in context of financial mathematics;
\nIt is assumed that the students are familiar with the basics of probability theory. Knowledge of the basics of mathematical statistics is not required, but it simplifies the understanding of this course.
\nThe course provides a necessary theoretical basis for studying other courses in stochastics, such as financial mathematics, quantitative finance, stochastic modeling and the theory of jump – type processes.<\/p>\n

Do you have technical problems? Write to us: coursera@hse.ru<\/p>\n

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Price: Enroll For Free!<\/h2>\n
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View Class<\/a><\/div>\n
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Language:<\/strong> <\/em>English<\/p>\n<\/div>\n

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Subtitles<\/strong>: <\/em>English<\/p>\n<\/div>\n<\/div>\n

Stochastic processes – National Research University Higher School of Economics<\/strong><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Description The purpose of this course is to equip students with theoretical knowledge and practical skills, which are necessary for the analysis of stochastic dynamical systems in economics, engineering and other fields. More precisely, the objectives are 1. study of the basic concepts of the theory of stochastic processes; 2. introduction of the most important […]<\/p>\n","protected":false},"author":1,"featured_media":19319,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"_uag_custom_page_level_css":"","_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_uf_show_specific_survey":0,"_uf_disable_surveys":false,"footnotes":""},"categories":[187],"tags":[],"class_list":["post-7206","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-national-research-university-higher-school-of-economics"],"aioseo_notices":[],"uagb_featured_image_src":{"full":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png",375,224,false],"thumbnail":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education-150x150.png",150,150,true],"medium":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education-300x179.png",300,179,true],"medium_large":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png",375,224,false],"large":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png",375,224,false],"1536x1536":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png",375,224,false],"2048x2048":["https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png",375,224,false]},"uagb_author_info":{"display_name":"Axiom Pegasus","author_link":"https:\/\/www.tun.com\/courses\/author\/magic\/"},"uagb_comment_info":0,"uagb_excerpt":"Description The purpose of this course is to equip students with theoretical knowledge and practical skills, which are necessary for the analysis of stochastic dynamical systems in economics, engineering and other fields. More precisely, the objectives are 1. study of the basic concepts of the theory of stochastic processes; 2. introduction of the most important…","featured_media_src_url":"https:\/\/www.tun.com\/courses\/wp-content\/uploads\/2019\/12\/National-Research-University-Higher-School-of-Economicsonline-education.png","_links":{"self":[{"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/posts\/7206","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/comments?post=7206"}],"version-history":[{"count":0,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/posts\/7206\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/media\/19319"}],"wp:attachment":[{"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/media?parent=7206"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/categories?post=7206"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.tun.com\/courses\/wp-json\/wp\/v2\/tags?post=7206"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}