（课程简介英文版） The course of "Stochastic Analysis" occupies a central position in the training program, and it is a compulsory course for students in management science, investment, big data management and application, and other related majors to deeply understand random phenomena and master the analytical methods of stochastic processes. The purpose of the course is to cultivate students' ability to establish mathematical models using the ideas and methods of stochastic analysis, and to utilize the theories and tools of stochastic analysis to analyze and solve problems. This is important for students' future research and practice in related fields. The knowledge domain of the course mainly covers probability, random variables and their distributions, conditional mathematical expectations, stochastic processes, stochastic integrals, etc. The content ranges from basic knowledge to advanced applications, providing a comprehensive introduction. Through learning, students will be able to master the basic concepts, principles, and methods of stochastic analysis, laying a solid foundation for future studies and research. |
