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: firstname.lastname@example.org
How to apply and further information on
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.