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확률 과정(으)로 돌아가기

국립 연구 고등 경제 대학의 확률 과정 학습자 리뷰 및 피드백

320개의 평가
84개의 리뷰

강좌 소개

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:

최상위 리뷰


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.


Apr 16, 2020

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

필터링 기준:

확률 과정의 85개 리뷰 중 26~50

교육 기관: Juan J E L V

Aug 23, 2020

This course is incredible, its demonstrations enchanted me, and its trajectory allows to understand step by step each one of the concepts. It is important to note that an important requirement is calculus (hopefully multivariate) and probability (even random vectors and demonstration of the laws of large numbers).

There is no book that completely compiles the contents seen in the course, it is unique, and very attractive for me in my training as an engineer, I wish they could do a second part with many applications of what I learned in this opportunity, would be the first enrolled.

교육 기관: akshay s

Oct 24, 2020

My grad school work was in wireless comm. and while it is true that some concepts were glossed over, I have a better understanding and intuition for Stochastic processes after taking this course. Even more than what I had after my grad school. The course is excellent because it gives you an intuition of things instead of piling on mathematical complexity which doesn't really help when you are trying to model real wold applications.

교육 기관: 周晓迪

Jul 04, 2019

Excellent Content though quite insufficient if would like to learn comprehensively. Suitable for introduction but sometimes during a lecture it makes me feel confused what we are learning this for, for instance, the queue theory in Poisson part.

교육 기관: Eduardo E

Jun 07, 2020

I very much liked how the course was conducted. I started this course mainly to learn more about *Gaussian Filters*, because they are used for mapping in robotics. I feel I have a stronger basis to venture the subject.

교육 기관: Sergei B

Apr 15, 2020

The most challenging course I did so far on Coursera, nevertheless it is one of the best. I really enjoyed learning more on probability and would like to have a course on measure theory by the same autors.

교육 기관: peng l

Aug 28, 2019

An excellent course with mathematical concepts and exercises. It will be better if more detailed applications in finance,insurance or other subjects are demonstrated.

교육 기관: julio c M S

Nov 27, 2019

Excelent course, too many proofs, but I consider that more examples, or real aplication, will give more support to those proofs.

교육 기관: Felipe T B

Aug 26, 2020

I loved the course! Vladimir is really a good professor! I hope I can attend to his other lectures.

교육 기관: puneet g

Apr 16, 2020

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

교육 기관: Shyam S

May 21, 2019

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

교육 기관: Wayner S K

Jul 25, 2020

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

교육 기관: Zororo M

Dec 01, 2018

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

교육 기관: Rohit M

Jun 30, 2020

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

교육 기관: Harry A H

May 25, 2020

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

교육 기관: Бессонов И О

Jun 27, 2020

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

교육 기관: Steve E J

Aug 09, 2020

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

교육 기관: Enrique A M

Oct 11, 2020

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

교육 기관: Amir B

May 18, 2020

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

교육 기관: Francisco G A

Sep 07, 2020

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

교육 기관: 丁渝洲

Jul 09, 2019


교육 기관: Zhang Y

May 04, 2019

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

교육 기관: Rajitha R

Aug 05, 2020

Thank you for providing an excellent resource.

교육 기관: Juan P U M

Jan 12, 2020

Excellent course. Challenging and enriching.

교육 기관: SHIVAJI C M 1

Jun 07, 2020

The course is very helpful and informative.

교육 기관: shishir

Apr 19, 2020

Rigorous. Mr Panov is very good!