University of Edinburgh

University of Edinburgh

Probability and Stochastic Analysis

Research is focused 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); the department is 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.

Entry requirements

Applicants must have an undergraduate degree in an appropriate subject or relevant qualifications and experience; applicants whose 1st language is not English require: IELTS 6.5 (with at least 6.0 in each module); TOEFL internet-based test 92 (with at least 20 in each module); PTE 61 (with at least 56 in each of the communicative skills sections); or CPE grade C or CAE grade B.

Qualifications

Qualification Study mode Start month Fee Course duration
PhD Full-time September 2016 GBP 4,121 per Year 1 (Northern Ireland) 3 years
PhD Full-time September 2016 GBP 4,121 per Year 1 (Scotland) 3 years
PhD Full-time September 2016 GBP 4,121 per Year 1 (Wales) 3 years
PhD Full-time September 2016 GBP 4,121 per Year 1 (England) 3 years
PhD Full-time September 2016 GBP 13,800 per Year 1 (International) 3 years
PhD Part-time September 2016 GBP 2,061 per Year 1 (England) 6 years
PhD Part-time September 2016 GBP 6,900 per Year 1 (International) 6 years
PhD Part-time September 2016 GBP 2,061 per Year 1 (Northern Ireland) 6 years
PhD Part-time September 2016 GBP 2,061 per Year 1 (Scotland) 6 years
PhD Part-time September 2016 GBP 2,061 per Year 1 (Wales) 6 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
University of Edinburgh Edinburgh EH8 9JU Scotland

Get in touch

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Key information

Contact: 
Postgraduate Secretary
Telephone number: 
01316 505048