Probability and Stochastic Analysis PhD 36 months PHD Program By The University of Edinburgh. |Top Universities
Subject Ranking

# 32QS Subject Rankings

Program Duration

36 monthsProgram duration

Main Subject Area

MathematicsMain Subject Area

Program overview

Main Subject

Mathematics

Degree

PhD

Study Level

PHD

Study Mode

On Campus

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.

Program overview

Main Subject

Mathematics

Degree

PhD

Study Level

PHD

Study Mode

On Campus

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.

Admission Requirements

3 Years
Sep

Scholarships

Selecting the right scholarship can be a daunting process. With countless options available, students often find themselves overwhelmed and confused. The decision can be especially stressful for those facing financial constraints or pursuing specific academic or career goals.

To help students navigate this challenging process, we recommend the following articles:

More programs from the university

Classics PhD arrows

Go to Programme ::type_cta_button::

Design PhD arrows

Go to Programme ::type_cta_button::

French PhD arrows

Go to Programme ::type_cta_button::

German PhD arrows

Go to Programme ::type_cta_button::

History PhD arrows

Go to Programme ::type_cta_button::

Italian PhD arrows

Go to Programme ::type_cta_button::

Japanese PhD arrows

Go to Programme ::type_cta_button::

Music PhD arrows

Go to Programme ::type_cta_button::

Philosophy PhD arrows

Go to Programme ::type_cta_button::

Russian PhD arrows

Go to Programme ::type_cta_button::

Pathology PhD arrows

Go to Programme ::type_cta_button::

Psychiatry PhD arrows

Go to Programme ::type_cta_button::

Psychology PhD arrows

Go to Programme ::type_cta_button::

Surgery PhD arrows

Go to Programme ::type_cta_button::
PHD programs 180