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The University of Edinburgh: Probability and Stochastic Analysis
| Institution | The University of Edinburgh View institution profile |
|---|---|
| Department | School of Mathematics |
| Web | https://www.ed.ac.uk/studying |
| Study type | Research |
Summary
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:
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stochastic differential equations and stochastic partial differential equations (PDEs) and their applications in nonlinear filtering and stochastic control
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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.
Doctor of Philosophy - PhD
| Level | SCQF Level 12 |
|---|---|
| Entry requirements | Entry requirements for individual programmes vary, so please check the details for the specific programme you wish to apply for on our website. You will also need to meet the University’s language requirements. |
| Location | Central area campus George Square Edinburgh EH8 9JZ |
| Level | SCQF Level 12 |
|---|---|
| Entry requirements | Entry requirements for individual programmes vary, so please check the details for the specific programme you wish to apply for on our website. You will also need to meet the University’s language requirements. |
| Location | Central area campus George Square Edinburgh EH8 9JZ |
Edinburgh. Extraordinary futures await.
The University of Edinburgh is one of the world's top universities, consistently ranked in the world top 50, and placed 22nd in the 2024 QS World University Rankings.
Our position as one of Britain’s leading research universities was reaffirmed by the results of the 2021 Research Excellence Framework (REF). The University of Edinburgh is one of the world’s top research-intensive universities, ranked 4th in the UK for research power (Times Higher Education, Overall Ranking of Institutions), with 90% of our research activity classified as world leading or internationally excellent in the 2021 Research Excellence Framework.
Our …
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