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Kursteilnehmer-Bewertung und -Feedback für Stochastische Prozesse von National Research University Higher School of Economics

291 Bewertungen
74 Bewertungen

Über den Kurs

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 types of stochastic processes; 3. study of various properties and characteristics of processes; 4. study of the methods for describing and analyzing complex stochastic models. Practical skills, acquired during the study process: 1. 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; 2. understanding the notions of ergodicity, stationarity, stochastic integration; application of these terms in context of financial mathematics; It 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. The 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. Do you have technical problems? Write to us:



Sep 14, 2019

This was helpful but I still feel I don't understand stochastic processes. Folks taking this course should know that it's pretty tough, compared to most Coursera courses.


Sep 23, 2019

Great course! The subject material was well covered and it gave me the tools to tackle more advanced stochastic, like population dynamics or quantitative finance.

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26 - 50 von 74 Bewertungen für Stochastische Prozesse

von puneet g

Apr 16, 2020

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

von Shyam S

May 21, 2019

This course has less number of quiz questions but sufficient and well designed questions.

von Wayner S K

Jul 25, 2020

An interesting and formal presentation of the content, with a comprehensive language.

von Zororo M

Dec 01, 2018

Well presented course. I enjoyed it and was challenged a great deal. Thank you.

von Rohit M

Jun 30, 2020

Excellent course on stochastic processes. Very well explained and illustrated.

von Harry A H

May 25, 2020

Excellent course, maybe too ambitious to discuss so many things in one course.

von Бессонов И О

Jun 27, 2020

It is a great theoretical course. But not enough illustrations and examples.

von Amir B

May 18, 2020

It was a great course but could be better with more practice problems

von 丁渝洲

Jul 09, 2019


von Zhang Y

May 04, 2019

This is an excellent course and the videos are very good.

von Juan P U M

Jan 12, 2020

Excellent course. Challenging and enriching.


Jun 07, 2020

The course is very helpful and informative.

von shishir

Apr 19, 2020

Rigorous. Mr Panov is very good!

von Dariusz

Jun 20, 2018

Great mathematical formulation!

von Troy W

May 02, 2018

Please, make quiz free

von Daniel H M

Jun 09, 2018

Really recommendable.

von Zhen X

Jul 31, 2020

Very solid course!

von Yifan G

Jan 13, 2020


von Gyan V K

Jun 06, 2020

it was very good


Jun 25, 2018

amazing course

von Mirco P

Dec 04, 2019

Great course

von Rishab K

Apr 06, 2019

Loved it.

von Liam B

Feb 27, 2019

Very Good

von 贺瑞麟

Dec 14, 2018

tres bon

von MR. J T R A

Jun 12, 2020