Overview
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.
Career opportunities
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.
Programme Structure
- 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).
Key information
Duration
- Full-time
- 36 months
- Part-time
- 72 months
Start dates & application deadlines
- Starting
- Apply before
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Language
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Delivered
Disciplines
Mathematics Statistics View 36 other PhDs in Statistics in United KingdomAcademic requirements
English requirements
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Student insurance
Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:
- Additional medical costs (i.e. dental)
- Repatriation, if something happens to you or your family
- Liability
- Home contents and baggage
- Accidents
- Legal aid
We partnered with Aon to provide you with the best affordable student insurance, for a carefree experience away from home.
Get your student insurance nowStarting from €0.53/day, free cancellation any time.
Remember, countries and universities may have specific insurance requirements. To learn more about how student insurance work at The University of Edinburgh and/or in United Kingdom, please visit Student Insurance Portal.
Other requirements
General requirements
- 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.
Tuition Fee
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International
26300 GBP/yearTuition FeeBased on the tuition of 26300 GBP per year during 36 months.
Living costs for Edinburgh
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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Scholarships Information
Below you will find PhD's scholarship opportunities for Probability and Stochastic Analysis.
Available Scholarships
You are eligible to apply for these scholarships but a selection process will still be applied by the provider.
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