Research course

Probability & Stochastic Analysis

Institution
University of Edinburgh · School of Mathematics
Qualifications
PhD

Entry requirements

A UK first class honours degree, or its international equivalent, in an appropriate subject; or a UK 2:1 honours degree plus a UK masters degree, or their international equivalents; or relevant qualifications and experience.

All applicants must also meet our English language requirements.

Months of entry

September

Course content

Our research group operates in what is perhaps the most widely applied area of mathematics. The financial sector, in particular, is a major focus of our research, and graduates with the right research experience can make their way into highly rewarding roles in industry.

As part of our small, specialised group, you'll enjoy a research environment that features a balance between theory and practice, access to one of the most powerful computing facilities in the UK and strong links with relevant industries.

The School of Mathematics is a vibrant community of more than 60 academic and related staff supervising 60 students.

Our research focuses on the following themes:

  • stochastic differential equations and stochastic partial differential equations (PDEs) and their applications in nonlinear filtering and stochastic control
  • applications of stochastic analysis of PDEs, stochastic PDEs and stochastic differential equations (accelerated numerical methods in particular)

We’re also involved in the applications of probability theory, mainly to mathematical finance, particularly stochastic volatility models, equivalent martingale measures and incomplete markets. Other applications include engineering, signal procession and biological sciences.

Information for international students

To find out about the support offered to international students at Edinburgh from arrival to graduation visit: http://www.ed.ac.uk/studying/international

Fees and funding

Visit Scholarships and Student Funding Services at: http://www.ed.ac.uk/student-funding

Qualification and course duration

PhD

full time
36 months
part time
72 months

Course contact details

Name
Graduate School Administrator
Email
pgresearch@maths.ed.ac.uk
Phone
+44 (0)131 650 5085