Mathematics: Fully Funded EPSRC PhD Scholarship at Swansea: stochastic differential equations
- Full cost of UK tuition fees, plus a stipend
- 31 January 2021
Mathematics: Fully Funded EPSRC PhD Scholarship: Classical and noncommutative stochastic differential equations
This scholarship is funded by Engineering and Physical Sciences Research Council (EPSRC).
Start date: October 2021
Stochastic differential equations is a rapidly developing research topic with diverse applications to real-life problems. The project will investigate stochastic differential equations both in classical and noncommutative frameworks. The aim is to approximate white noise (classical or noncommutative) through the orthogonal decomposition of the L^2-space in terms of multiple stochastic integrals. The project may include the cases of Brownian motion, alpha-stable processes, point processes (Poisson and beyond), random matrices, and noncommutative processes arising in free and q-deformed probability. Depending on the applicant’s background and interests, the research studies can be more probabilistic, or analytic, or computational.
Candidates must have a First, Upper Second Class Honours or a Master’s degree with Merit, in a relevant discipline.
For candidates whose first language is not English, we require IELTS 6.5 (with 6.0 in each component) or equivalent. Please visit our website for a list of acceptable English language tests. We prefer candidates to have already met the English Language requirements at the point of application, although this is not a requirement.
In addition to UK students, international and EU students are eligible to apply for these studentships but should note that they may have to pay the difference between the home UKRI fee and the institutional international student fee.
This three-year fully funded scholarship covers UK tuition fees and an annual stipend set at the minimum UKRI level (currently £15,285 per annum for 2020/21 for full-time students, updated each year).
RTSG support of £1,000 per annum, covering travel and other research expenses, is also provided.
Please visit our website for more information.
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