Department of Mathematical Analysis and Probability Theory

Courses taught

Below is the list of courses taught by the Department of Mathematical Analysis and Probability Theory to students at the Faculty of Physics and Mathematics. The titles do not exhaust the whole curricula for mathematics, the other courses (like algebra, geometry etc.) are taught by other Departments.

BACHELOR LEVEL

Semester 1

  • Calculus: Functions of a Single Argument
  • Basics of Financial Mathematics
  • Introduction to Probability Theory

Semester 2

  • Calculus: Functions of a Single Argument
  • Discrete Mathematics

Semester 3

  • Calculus: Functions of Several Arguments
  • Complex Analysis

Semester 4

  • Calculus: Functions of Several Arguments
  • Complex Analysis

Semester 5

  • Theory of Probability
  • Measure Theory and Lebesgue Integral

Semester 6

  • Function Analysis

Semester 7

  • Probabilistic Number Theory and Cryptography
  • Mathematical Statistics and Stochastic Processes

Semester 8

  • Advanced Probability Theory

MASTER LEVEL

Semester 1

  • Time Series Analysis
  • Foundations of Scientific Researches
  • Pedagogical Aspects of Education at University
  • Stochastic Differential Equations and Their Applications
  • Finance Mathematics of Stock Markets

Semester 2

  • Computer Statistics
  • Markov Chains and Processes
  • Monte Carlo Methods
  • Methods of Mathematical Economics 
  • Applications of Regularly Varying Functions in Probability Theory

Semester 3

  • Linear Regression Analysis
  • Randomized Algorithms
  • Information and Communication Technology for Teaching Higher Mathematics
  • Teaching Methdology of Higher Mathematics

PhD LEVEL

Semester 1

  • Limit Theorems for Stochastic Processes

Semester 2

  • Generalized Renewal Processes