PhD Probability and Stochastic Analysis in Edinburgh United Kingdom | The University of Edinburgh

Our mathematics research team works in one of the most practical fields of mathematics. We concentrate particularly on financial applications, where graduates with specialized research backgrounds can secure lucrative positions in the private sector.

Joining our compact, focused team means benefiting from a research setting that blends theoretical and applied approaches, utilizing some of the UK's most advanced computing resources while maintaining robust industry connections.

Within the School of Mathematics, you'll join an energetic community comprising over 60 faculty members and researchers mentoring 60 graduate students.

Our primary research areas include:

stochastic differential equations and partial differential equations (PDEs), with uses in nonlinear filtering and stochastic control
implementing stochastic analysis techniques for PDEs, stochastic PDEs, and differential equations (with emphasis on accelerated computational methods)
We additionally apply probability theory, chiefly to financial mathematics, focusing on stochastic volatility models, martingale measures, and incomplete markets. Other application areas span engineering, signal processing, and life sciences.