All leading international scientists of the laboratory combine the positions of full professors in foreign universities with the work in the international laboratory stochastic analysis and its applications, and actively participate in the educational programs of the faculty of economic sciences. The topics of their curses include many modern directions of stochastic analysis and statistics:
1) Population dynamics – S.Molchanov
< https://www.hse.ru/en/org/persons/23741506> (North Carolina at Charlotte, USA, and HSE)
2) Modern methods of nonparametric and semiparametric statistics - E.Mammen < https://www.hse.ru/org/persons/171250562> (Heidelberg University, Germany, and HSE) and D.Belomestny < https://www.hse.ru/en/org/persons/93130881>(University of Duisburg-Essen, Germany, and HSE).
3) Stochastic differential equations – A.Veretennikov < https://www.hse.ru/en/org/persons/125432921> (University of Leeds, UK, and HSE) and D.Belomestny < https://www.hse.ru/en/org/persons/93130881>(University of Duisburg-Essen, Germany, and HSE).
4) Diffusion processes on manifolds – S.Menozzi < https://www.hse.ru/en/org/persons/133641210> (University of Evry, France).
Moreover, in 2014-2015 the laboratory organized the lecture curses by some other invited leading scientists: M.Grabchak (Charlotte, USA), Y.Davydov (Lille, France), O.Lepski (Marseille, France), E.Orsingher (Rome, Italy), P.Deheuvels (Paris, France). In the period from May 2014 to June 2016 the laboratory organized 16 mini-curses for students, PhD students of all levels (bachelor-, master-, PhD-) and researchers of the HSE.
All information about the courses is available at
New master’s program
In the 2016/17 academic year, the new master program "Statistical modelling and actuarial science" < https://www.hse.ru/en/ma/actuar/> will be opened. This program allows better integrate all courses organized by the International Laboratory of stochastic analysis and its applications in the educational process, and to use the potential of the laboratory for the improvement of the quality of statistical education offered by HSE.
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