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 in Probability and Stochastic Analysis research group from The University of Edinburgh 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.
Many of the Probability and Stochastic Analysis graduates from The University of Edinburgh take up lucrative positions with high-profile financial companies. A large number also pursue careers in academia, while others apply their skills in engineering or biological sciences.
- With the financial sector being the major commercial employer of our graduates, our involvement with the Scottish Financial Risk Academy, established in conjunction with Heriot-Watt University, offers valuable industry links and training.
- You can benefit from short project internships with leading financial institutions, visits from leading risk scholars, and a series of knowledge exchange courses and events.
- As part of the Probability & Stochastic Analysis group you will have access to the training activities provided by Mathematical Analysis & its Applications (MIGSAA).
- 36 months
- 72 months
Start dates & application deadlines
- StartingApply anytime.
We encourage you to apply at least one month prior to entry so that we have enough time to process your application.
DisciplinesMathematics Statistics View 16 other PhDs in Statistics in United Kingdom
- A UK first class honours degree, or its international equivalent, in an appropriate subject; or a UK 2:1 honours degree plus a UK masters degree, or their international equivalents; or relevant qualifications and experience.
International21150 GBP/yearTuition FeeBased on the tuition of 21150 GBP per year during 36 months.
National4500 GBP/yearTuition FeeBased on the tuition of 4500 GBP per year during 36 months.
PhD part-time fees
- Overseas: £10,575
- Home: £2,250
Living costs for Edinburgh
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Studyportals Tip: Students can search online for independent or external scholarships that can help fund their studies. Check the scholarships to see whether you are eligible to apply. Many scholarships are either merit-based or needs-based.
Apply and win up to €10000 to cover your tuition fees.
Updated in the last 6 months
Check the official programme website for potential updates.