Probability, financial mathematics and actuarial science
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Our researchers work across the fields of probability, financial mathematics, and actuarial science on fundamental and real-world problems.
The work at Manchester in this theme covers a wide range of topics in the field of probability and its application areas.
The research carried out within this theme is internationally recognised for its numerous and significant contributions to the theory of random walks and Levy processes; Brownian motion and diffusion processes; Markov, branching and point processes; Dirichlet forms; stochastic analysis; stochastic calculus; stochastic differential equations; stochastic partial differential equations; optimal stopping and optimal stochastic control.
Areas of expertise
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Probability
One of the most intriguing problems that is ubiquitous in virtually every aspect of life is how to predict the outcome of a future event in which uncertainty plays a role.
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Financial and insurance mathematics
Mathematical finance is concerned with mathematical/probabilistic modelling of financial markets. We promote and capitalise on the strong interplay between research in finance and insurance.
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Research seminars
We run regular research seminars in the following series:
PhD research opportunities
We welcome applications for PhD study in all areas of probability, financial mathematics and actuarial science. PhD enquiries related to this theme can be directed to Olatunji Johnson.
Before applying: visit the 'areas of expertise' pages listed below to find out more about potential PhD supervisors.
To discover the PhD opportunities available in the Department of Mathematics, explore our Postgraduate research in mathematics.
