PhD/MPhil Mathematics and Statistics - Stochastic Analysis in Glasgow United Kingdom | University of Strathclyde

You can pursue an MPhil or MRes degree in one year, or complete a PhD program spanning three years. Our institution offers postgraduate research opportunities across all research groups: Applied Analysis, Continuum Mechanics & Industrial Mathematics, Numerical Analysis and Scientific Computing, Population Modelling & Epidemiology, and Stochastic Analysis. The MRes program is available in Mathematical Sciences. Mathematics and statistics form the foundation of all scientific and engineering fields, and we are globally recognized for our expertise in modeling and analytical approaches to address challenges relevant to industry, business, and society. We collaborate with researchers from other universities, diverse disciplines, and sectors including industry, business, and government across the UK, Europe, China, and the US.

The Stochastic Analysis group's research focuses on stochastic differential equation (SDE) models for energy market options, stochastic numerical solutions for nonlinear energy models, and financial data time-series analysis, contributing to key University research themes like Energy and Health & Wellbeing. The group is internationally renowned for its work in stochastic system modeling. Notably, they have pioneered several widely-used numerical methods for nonlinear SDEs, including the tamed Euler-Maruyama (EM), stopped EM, and tamed Milstein techniques, along with adaptive EM methods developed through their innovative research.