PhD Position in Stochastic Analysis

Announcer: 
Marta Sanz-Solé
Organization: 
Faculty of Mathematics, University of Barcelona
City: 
Barcelona
Country: 
Catalonia
Email: 
marta.sanz@ub.edu
Job Description: 

This is a graduate student fellowship for a thesis on stochastic analysis. Possible research lines are:
-Probabilistic potential theory for random fields.
-Analysis of the law of random fields. Existence and properties of the density. Topological support of the law.
-Differential equations with reflection and delay, driven by a fractional Brownian motion.
-Option pricing with Lévy models and stochastic volatility.

Funded by the project "Random Dynamics MTM2012-31192" from the Ministerio de Economía y Competitividad, Spain.
Principal investigator: Marta Sanz-Solé, University of Barcelona
Contact e-mail: marta.sanz@ub.edu
http://www.mat.ub.edu/~sanz

How to apply and further information on
http://www.idi.mineco.gob.es/portal/site/MICINN/menuitem.dbc68b34d11ccbd...

Deadline for applications: September 10, 2013, 15:00 (Barcelona time).
Tentative starting date: January 2014.
Applicants must hold a Bachelor degree in Mathematics and preferably also a Master’s degree in Mathematics.
Salary: work contract of 16,422 € each year (gross) for four years. Full time dedication.

Job Categories: 
Graduate student fellowships
Keywords: 
stochastic analysis; stochastic partial differential equations; stochastic delay equations; mathematical finance.
Deadline for Application: 
Sep 10 2013