University of Edinburgh

University of Edinburgh

Probability and Stochastic Analysis

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.

Entry requirements

Doctor of Philosophy - PhD: 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.

Course modules

See our website for detailed programme information.


Qualification Study mode Start month Fee Course duration
Doctor of Philosophy - PhD Full-time September 2019 - 3 Years
Doctor of Philosophy - PhD Part-time September 2019 - 6 Years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Central area campus EH8 9JZ Scotland

Get in touch

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Key information

Graduate School Administrator (Mathematics - Research)
Telephone number: