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Regular version of the site

Teaching activity

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)   Introduction to Risk Theory – S. Molchanov (North Carolina at Charlotte, USA, and HSE);
 2)  Problems of Ergodic Control for Diffusion Process with Switching  – A. Veretennikov (University of Leeds, UK, and HSE);
 3)  Diffusion processes on manifolds – S.Menozzi (University of Evry, France);
 4)  Introduction to Financial Mathematics – V. Kolokoltsov (University of Warwick, UK, and HSE).

Moreover, in 2014-2015 the laboratory organized the lecture courses 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 2016-2019 there was presented a number of courses by such well-known scientists as D. Belomestny (Duisburg-Essen, Germany), L. Szpruch (Edinburgh, UK), A. Pascucci (Bologna, Italy), J. Palczewski (Leeds, UK), P. Tankov (Paris, France). In the period from 2014 to 2019 the laboratory organized 43 mini-courses for students of all levels (bachelor-, master-, PhD-) and researchers of the HSE.

All information about the courses is available at

https://lsa.hse.ru/mini_courses

New master’s program

In the 2016/17 academic year, the new master program "Statistical modelling and actuarial science" was 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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