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Probability and Stochastics at The University of Edinburgh - UCAS

Course options

There are other course options available which may have a different vacancy status or entry requirements – view the full list of options

Course summary

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.

Modules

See our website for detailed programme information.


Entry requirements

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.


Fees and funding

Tuition fees

No fee information has been provided for this course

Tuition fee status depends on a number of criteria and varies according to where in the UK you will study. For further guidance on the criteria for home or overseas tuition fees, please refer to the UKCISA website .

Additional fee information

Tuition fees vary between degree programmes. Find the specific fees for your chosen programme on our website.
Probability and Stochastics at The University of Edinburgh - UCAS