University of Edinburgh: Probability and Stochastic Analysis

InstitutionUniversity of Edinburgh View institution profile
Department School of Mathematics
Study type Research


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.

Doctor of Philosophy - PhD

University of Edinburgh 

 University of Edinburgh Influencing the world since 1583 
The University of Edinburgh is one of the world's top universities, consistently ranked in the world top 50, and ranked 20th in the 2020 QS World University Rankings. Our entrepreneurial and cross-disciplinary culture attracts not only students but also staff from some 156 countries, creating a unique Edinburgh experience.

We provide a stimulating working, learning, and teaching environment with access to excellent facilities and attract the world's best, from Nobel Prize winning laureates to future explorers, pioneers and inventors.

Study with us
As host to more than 40,000 ...

View Profile

Not what you are looking for?

Browse other courses in Science, Mathematics or Probability, or search our comprehensive database of postgrad programs.

Scholarship Opportunity with

Are you a PG student at this University or have you applied to study a postgraduate program at a university in Europe? Tell us your plans and qualify for a £500.00 PGS Scholarship.

Click here

Register with

  • Exclusive bursaries
  • Open day alerts
  • Latest PG news
Register Now!