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Bewertung und Feedback des Lernenden für Stochastische Prozesse von HSE University

412 Bewertungen
105 Bewertungen

Über den Kurs

This course is aimed at the students with any quantitative background, such as — Pure and applied mathematics — Engineering — Economics — Finance and other related fields. 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. The course relies on the basic knowledge in the following disciplines: — probability theory (e.g., discrete and continuous distributions, conditional probability, calculation of moments, covariance, basic characteristics of functions of random variables) — calculus (e.g., integration, double integration, differentiation, trigonometry) — linear algebra (solution of systems of linear equations) Acquaintance with the basics of mathematical statistics is not required but simplifies the understanding of this course. Each week is followed by a test containing both theoretical and practical problems related to the covered material. At the end of the course the students are encouraged to complete the final exam, which comprises various problems on all the topics discussed during the lectures. No specific software is needed for the completion of this course. The course provides a solid theoretical basis for studying further disciplines in stochastics, such as stochastic modelling and financial mathematics. In addition, the reading materials contain the examples of real-life applications of the studied concepts, which might be helpful for designing the own solutions for various problems arising in scientific research, business and other areas. The course consists of short video lectures, up to 20 minutes long, some of which contain non-graded questions which enhance the understanding of the material. Each week there is a test with an estimated completion time of 1 hour. The final exam consists of test problems covering all the material and is expected to take approximately 1.5 hours to complete....


29. Apr. 2021

This course is a really good course if you want to learn about stochastic processes. But, you need to have some prerequisite knowledge, especially about probability theory and calculus.

15. Nov. 2020

This is really a very good course. I wish there was a second course on the same topic going into a much deeper level for Makov Processes, Martingales and Stochastic Integration.

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51 - 75 von 106 Bewertungen für Stochastische Prozesse

von Rohit M

30. Juni 2020

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

von Harry A H

25. Mai 2020

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

von Бессонов И О

27. Juni 2020

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

von Попко А В

30. März 2021

Огромная благодарность за курс!

Хотелось бы чуть больше примеров/практики

von Steve E J

9. Aug. 2020

Excellent Professor. One of the best professors I have ever come across.

von Enrique A

10. Okt. 2020

Mil Gracias maestro, mil Gracias Coursera, es grandioso el aprendizaje.

von Amir B

18. Mai 2020

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

von Francisco G A

7. Sep. 2020

Great lectures, great quizzes, great exams! Worth every minute.

von 丁渝洲

9. Juli 2019


von Balazs B

27. Dez. 2020

A very high qualtiy course with examples and explanations.

von Zhang Y

4. Mai 2019

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

von Rajitha R

5. Aug. 2020

Thank you for providing an excellent resource.

von Juan P U M

12. Jan. 2020

Excellent course. Challenging and enriching.


7. Juni 2020

The course is very helpful and informative.

von Atomsa, G A

31. Dez. 2020

This course helped me a lot. Thank You!

von Jf G

31. Okt. 2021

Very nice course, well thought. out.

von shishir

19. Apr. 2020

Rigorous. Mr Panov is very good!

von Dariusz

20. Juni 2018

Great mathematical formulation!

von Troy W

2. Mai 2018

Please, make quiz free

von Daniel H M

9. Juni 2018

Really recommendable.

von Zhen X

30. Juli 2020

Very solid course!

von Yifan G

13. Jan. 2020


von Gyan V K

6. Juni 2020

it was very good


25. Juni 2018

amazing course

von Raquel F P

2. Dez. 2020

Great course!